What is the best way to heat a conservatory...I am looking for something
that will heat the room quickly, but not need to be run all the time

Myson Hiline above the door. Doesn't even use wall space and can have
stupidly high outputs for getting the temp up quickly in time for dinner.
It'll need zoning off your main system. It must have independent timing and
temperature control from the rest of the house.

Christian.