A recent improvement of the traditional coil space heater is the ceramic heater. Not only does this make the space heater safer, since the hot metal is covered up, but the ceramic material holds heat for a long time, so it uses less energy to maintain room temperature.
Convection heaters circulate warm air through the natural process of convection. Because hot air always riess, a natural air circulation pattern developes wherein hot air from the heater rises and pushes down the cooler air to be warmed in its turn. Convection space heaters are quieter and create a long-lasting, stable temperature in a room, but reach ideal temperatures a little more slowly than fan-forced heaters
The use of full-cost electricity to power incandescent lamps, is a very expensive way to produce heat. The only way in which it is "free" heat is if your primary source of heat is electrical space heaters (and even then, you have the major disadvantage and inefficiency of thermal stratification).