I have a conservatory which doesn't have any form of heating. Whats the
best/econmical way of heating it? Electric fan heaters? Oil filled
radiators?

Nothing electrical. It is best to run off your central heating. Due to
limited wall space, you might consider using fan convectors. These are like
electric fan heaters, but obtain the heat from your central heating circuit,
rather than electrical elements at 4 x the cost. Something like the Myson
Lo/Hiline.

Christian.