We study theoretically the effects of heating on the magnetic flux moving in superconductors with a periodic array of pinning sites (PAPS). The voltage-current characteristic (VI-curve) of superconductors with a PAPS includes a region with negative differential resistivity (NDR) of S-type (i.e., S-shaped VI-curve), while the heating of the superconductor by moving flux lines produces NDR of N-type (i.e., with an N-shaped VI-curve). We analyze the instability of the uniform flux flow corresponding to different parts of the VI-curve with NDR. Especially, we focus on the appearance of the filamentary instability that corresponds to an S-type NDR, which is extremely unusual for superconductors. We argue that the simultaneous existence of NDR of both N- and S-type gives rise to the appearance of self-organized two-dimensional dynamical structures in the flux flow mode. We study the effect of the pinning site positional disorder on the NDR and show that moderate disorder does not change the predicted results, while strong disorder completely suppresses the S-type NDR.