The way to save money with space heaters is to set your home thermostat low and then use the heater to warm a very small area/one cozy room/yourself. If aiming to warm yourself, some style of radiant heater is best so you feel the heat, otherwise they are all basically the same efficiency wise to warm a room (assuming the heater itself has a functioning thermostat). I've had fans fail on cheap ones, which makes them overheat, so that's another plus for radiant styles.