The important thing here is to realise what these heaters heat.
- Radiative heaters radiate infra-red light which strikes objects and heats them directly, heating the intervening air less.
- Fan heaters primarily heat the air in the room by forced convection.
- Oil filled radiators, work like ordinary central heating radiators, primarily heating the air in the room by natural convection.
If you are heating a space with ventilation but no heat recovery (you open a door or window regularly, or have a draught) then a fan heater or radiator would be less useful than a radiative heater. Much of the heat you generate will escape with the air which escapes.
If you are in a space where there is little likelihood of hot air escaping, but where the walls are thin and poorly insulated, then a fan heater might be better. While some of the heat from the radiative heater will strike you and heat you directly, the energy which hits the walls will be divided between radiating back into the room and escaping through the wall.
In a well insulated room with little escape of air, there would be negligible differences between the different methods other than perceptual ones.
It is usually recommended that radiative and fan heaters are not left running when unattended. Even when an oil filled radiator is rated for unattended operation, care should be taken, as with any heating device, that nothing flammable is left close to or in contact with the heater.
Care should also be taken with these heaters when used in a room where people are sleeping. If there is any chance that they could be knocked over, or bedding/clothes could fall on them and pose fire risk, do not use the heater.
Finally, in kitchens and bathrooms, only use appliances rated for use in those rooms. Moisture in the air could cause a heater not rated for those environments to fail, posing an additional fire risk.
From personal experience, I always feel warmer in front of a radiative heater, and they certainly produce less noise pollution than fan heaters, so are more pleasant to be around. Both are more controllable than oil filled radiators, so you get heat out of them sooner after you need it and waste little heat when you no longer need it.
I find infra-red heaters particularly useful in bathrooms. Heaters like the following are (or were) common in UK bathrooms:
The way to use a heater like this is on demand.
I don't normally heat my bathroom, but I turn on my bathroom IR wall heater before I get in the shower so it is up to full heat by the time I get out of the shower. The infra-red heat keeps me nice and warm in those those crucial moments between stopping the hot water flow and towelling off the rapidly cooling water. I then turn off the heater as I leave the bathroom, having wasted little electricity unnecessarily heating it.
I have never understood why people replace IR wall heaters in bathrooms with fan heaters. I find that they can never warm up the air in the bathroom enough during the time you are showering that you don't feel cold during the towelling. I know that IR heaters are seen as old technology, but they work very well, are as 'efficient' as every other electric heater and are far more reliable than fan heaters. I have never had a fan heater last for more than a decade, but the IR heater in my bathroom has been working for over four.