In our area propane is as expensive as electricity. We use a propane space heater during the day, but not at night or when we are away as it is not vented. When turned off the heater is becomes cold rapidly. Be sure the heater you use is meant for the application you want to use it for.
An airtight woodburner in an area where seasoned wood is readily available is the best heat in my opinion…but then there are air pollution standards in some areas. A woodburner dampered down can hold heat for 8-10 hours. Seek out neighbors who can advise you on woodburning technique, and wood selection. Good luck!