Using this plugin you can easily create heat (choropleth) maps. You only need to set light and dark colour and make sure all regions have a numeric value associated. The map will automatically choose intermediate colour corresponding its value.

United States Population

(Source)

World Population

(Source)

Read more about this feature.

Taking the maps further

If you’re comfortable with javascript, you can manipulate the data you have to create heatmaps with a fixed set of colours, instead of different colours. In the example below we used custom javascript to set a specific colour for a region depending of a specific value. This is not done automatically, it is done with custom coding, but since this is also a heat map, we decided to show the different possibilities.

Here’s the documentation page of this approach. We also used the custom legend feature to complement the map.