I think there is a degree of difference.
There is a time and place for the exercise of the First Amendment. The federal government doesn't have the power to restrict it at all, however:
Congress shall make no law respecting an establishment of religion, or prohibiting the free exercise thereof; or abridging the freedom of speech, or of the press; or the right of the people peaceably to assemble, and to petition the Government for a redress of grievances.
NONE.
So you are correct as to Sheehan (even though she's a buffoon at best). As to the other protestors, I don't know. Were they arrested by state or city police? Then perhaps the police had a state law behind them, which would be permissible under the Constitution.
Actually, freedom of speech isn't absolute. There are times when government restricts speech. Libel suits are an example. I believe there are compelling reasons why demonstrations shouldn't be allowed in the House chamber - particularly during an event like the State of the Union Address.