So I really would like to know which type of heater would be the
cheapest to run. I have been leaning toward oil filled but I may
be wrong am I ?

Electric heaters are effectively 100% efficient at point of use. Therefore,
all electric heaters, provided they are thermostatically controlled will
cost the same amount to run. A 2kW will cost the same as a 3kW, provided it
is able to maintain the desired temperature. A fan heater will cost the same
as a convector.

Personally, I quite convectors. These often have a boost fan if needed.
However, they're usually plenty effective enough without it. They are much
cheaper than oil filled rads and warm up much more quickly.

Oil filled rads look good and are safer, as they shouldn't cause a fire if
some muppet drapes wet clothes across them to dry.

Christian.