When heat embossing you need the embossing powder to stick to the stamped image before heating it, so you need a slow-drying, tacky ink.
A good all-purpose stamping ink for heat embossing is the VersaMark Stamp Pad, which is a clear, tacky ink that holds embossing powder well.
Alternatively, rich, pigment inks like the Whisper White Craft ink is great for heat embossing too. These inks are thicker and slower to dry than water-based inks. I like to use Whisper White Craft Stampin' Pad when using White Stampin' Emboss Powder.