  We study the orbits, tidal heating and mass loss from satellites around
close-in gas giant exoplanets. The focus is on large satellites which are
potentially observable by their transit signature. We argue that even
Earth-size satellites around hot Jupiters may be immune to destruction by
orbital decay; detection of such a massive satellite would strongly constrain
theories of tidal dissipation in gas giants, in a manner complementary to
orbital circularization. The star's gravity induces significant periodic
eccentricity in the satellite's orbit. The resulting tidal heating rates, per
unit mass, are far in excess of Io's and dominate radioactive heating out to
planet orbital periods of months for reasonable satellite tidal $Q$. Inside
planet orbital periods of about a week, tidal heating can completely melt the
satellite. Lastly, we compute an upper limit to the satellite mass loss rate
due to thermal evaporation from the surface, valid if the satellite's
atmosphere is thin and vapor pressure is negligible. Using this upper limit, we
find that although rocky satellites around hot Jupiters with orbital periods
less than a few days can be significantly evaporated in their lifetimes,
detectable satellites suffer negligible mass loss at longer orbital periods.
