Cursitor Doom wrote

What with the colder weather just around the corner, an old
man's thoughts turn to keeping warm. There are various space
heaters on the market. Electric ones are just too expensive to run

Not the heat pump approach. Significant capital cost tho.

and the only other alternatives seem to be propane or diesel types,

And LPG.

but which is the best bet overall in terms of, well, everything?

Propane or LPG if you dont mind the small risk of the
whole place blowing up very spectacularly indeed.