Personally, I like halogen heaters. They are those with anywhere from one to three horizontal lamps that make a red-orange light and give out quite a lot of heat for their size.
They have a very important advantage when compared to fan heaters: they create no air currents, so you can use them while you're showering without feeling like you're freezing when you step out of the stall. They are also completely quiet, and the lamps do a decent job of radiating heat at normal room distances.
On the other hand, they do give out a significant amount of light. It's perfectly possible to have a halogen heater in a room by night and require no other source of light to avoid bumping into things. They aren't therefore suitable if you're sensitive to light and want to use them while sleeping, or if you want to avoid nasty reflections in a computer screen or something.
There's another kind, oil-filled electric radiators, but those do a rather lousy job of projecting heat around - they basically send hot air straight up due to convection. You can put a fan on them to move the hot air around, but if you're going to use a fan you might as well buy a fan heater in the first place.