That really is a physics question. <img src="/images/graemlins/smile.gif" alt="" /> Size and mass rule, but the type of rock has some affect as well.
A dense lava rock about the size of 2 fist side by side will hold the heat to the point you dont want to pick it up by hand for several hours.
Some rocks you can heat over and over, I have lava rocks I have heated around 20-50 times. The white not-quite-limestone in south dakota crumbles after one heating. but even it will stay hot for hours.