I have had portable electric and gas heaters before as I lived in a totally unheated flat, but the air just becomes so dry and it becomes so hard to breath if you have one in a small sized room. However now I'm not sure how they are now as technology is advancing so much, I had mine seven or eight years ago.

As for the oil heaters I haven't had much experience with but looking at statistics of them here in the UK, they are the most dangerous.