Bare element radiant heat (quartz or simple resistive elements that glow red) will have a greater effect in making bare skin feel warm without air temperature being warmed. Like on a sunny day.
Oil filled radiators have nearly nothing in this department as they only heat the air. In reality, they are more convectors than radiators.
Now, if you suspended 5 heat lamps, each 300 W, around the room, you would have the same thing as a 1500 W bare element radiant heater. Yes, the air eventually gets warm since the radiant heat warms the surfaces it is absorbed into and those warm surfaces then convect heat to the air.
On fans and lights. Yes, they do consume energy but even the fan's energy is eventually converted to heat
. But that is 15-30 Watts of heat, a trifle amount. Same with lights, but 15 incandescent bulbs, each 100 Watts, would also heat the same as a 1500 Watt radiant heater. Now if you only have CFLs, better have a BUNCH of them.
Heat is work is energy. All the same. The reason gas/fuel heat isn't 100% efficient is because of the exhaust gas. Some fuel heaters (all gas) condense the water vapor produced which puts them into the 96%+ efficient. The exhaust can be plumbed with plastic pipe (and should because the condensate is corrosive). Old school fuel heat had to be less efficient because flue gas was extracted by convection which is driven by heat. This is the nature of a chimney. Newer gas appliances often use forced convection or a fan to extract exhaust gas. Yes, the electricity consumed is less than the energy saved by extracting more heat from flue gas.