If I wanted to experiment with my water, how important is it to heat the water? If necessary, would I just heat an average mash volume to an estimated strike temp? Is it necessary for grain to be present if I'm only looking to experiment with pH?
yes it is totally necessary. you are concerned with mash pH which is heavily influenced by the grist. Download the bru'n water spreadsheet and look it over. it has a lot of good info on water chemistry for brewing and what is important.
The basics are that the phytins (sp?) in the grain are going to react with the calcium either already present in the water or added by the brewer, to knock out alkalinity in the mixture (alkalinity is the real enemy here) otherwise that alkalinity will react with the grain and extract unpleasant flavors and, apparently, colors.
You may also have to add an organic or inorganic acid (lactic or phosphoric are the favorites) to fine tune your pH and knock down the last of the unwanted alkalinity. This is particularly true with lighter colored beers.
Then again you may find, with some darker beers, that you need to add alkalinity.