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I've heard before that it's a bad idea to use an oven to heat your house, because it's inefficient and carries the risk of carbon monoxide poisoning. But what about leaving the oven door open after I'm done baking, to let the heat out into the room?
Edit: to clarify, the oven is off. It's definitely a bad idea to leave the door open with the oven on!
Efficiency
The inefficiency you're referring to is probably not the efficiency with which the gas is burned (a separate issue), but instead is likely to be because the air heated by an oven does not mix well with air in the room, so convection causes it to rise straight to the ceiling.
This doesn't tend to make a cold house feel much warmer (especially if the ceiling is not well insulated).
The same problem exists with electric oil heaters, or other types of heater that rely on convection to distribute the heat.
A second reason not to use your oven specifically for heating is that you can use less heating if you have the heater close to where the heat is needed. Unless you have a particularly well insulated house, you're unlikely to get much value from heating the kitchen while you're in a different room.
Thirdly, an electric heat pump can put up to around 4 units of heat into your house for each unit of electricity used. This is far more efficient than using any type of electric resistance heating, though comparing it with other types of heating (efficiency and sustainability) is not just simple maths; for example, if you live in a forest you're probably going to have a free, renewable source of firewood for a wood burner.
If you really have a need to heat your living area with an oven, try pointing a large fan at it to distribute the heat through the room and avoid all the hot air sitting up by the ceiling.
Health Risks
If you've turned the oven off already, the only significant added health risk is likely to be the risk of burning yourself on the open oven door. If the oven is on though, then you may be at risk of carbon monoxide poisoning, especially if the oven is usually vented. Efficiency while the door open is lower in some models (eg this one), which may mean production of carbon monoxide is much higher when the oven door is open because the oven wasn't designed to operate that way.
First, given that the heat has to go somewhere, I don't think you will get more heat transferred usefully to your house from opening the oven door. You may get less for the reason that the hot air may rise as a mass (rather than trickling out) and thus have less impact on the rest of the air.
As some of the others have said the issue efficiency-wise will have to do with hot air pooling in the ceiling. The best way to prevent this is with a fan of some sort, to keep the air moving and mixing. You may find that use of a fan by itself captures a fair bit of your cooking heat and that this helps.
As a warning however, I have noticed a few major problems with re-capturing electrical cooking heat. In particular if the heat is used to boil water, I have found that the opposite of what I expected to happen in fact did – the house was made colder by the added hot steam, compared to not cooking at all.
My working theory is that what happens is that the steam condenses on the windows and other surfaces that are not as well insulated. They deposit heat there, and then evaporate slowly pulling heat from the room to do so. They then condense again, depositing this heat wherever the house is least well insulated.
So pay attention, experiment, and be careful.
As far as health hazards, once you have turned off the oven, the gas has to go somewhere. It's going to go into your house whether you leave the oven door open or not. Again, my gut feeling says that you will lose more than you gain by opening the oven door, but I can't be sure.
I wanted to add a sort of laymen-term answer to your specific question. Other addressed in general the practicality of using a stove to heat the house, but you specifically asked about after cooking, ie once the oven is already hot and you need to know how best to utilize that heat.
The most efficient approach is to keep the oven door closed, in fact the better you could insulate the oven the more efficient it is. The reason comes down to what Highly Irregular already said. If you leave the door open so much heat released at once will tend to rise straight up and out of the house.
If you allow the door to be closed the heat will dissipate much slower. This will allow more time for the warm air to circulate and spread throughout the house. Thus more of the heat will be kept in the house to warm it rather then immediately escaping. The better insulated the stove was the better this conversion would be. Of course a metal pipe running from the stove to your room would do an even better job heating your room, but would probably be a bit of a hazard so I don't really recommend it :)
I personally like to turn my oven off before the recipe says to. For the last 5-10 minutes I let the oven cool, but it will still be almost the right temperature for the recipe. Your food will come out the same, but you avoid a few minutes of heating the oven with heat that will be partially-wasted. Though rather or not this helps depends on rather your oven happens to be heating at the end of your recipe (the oven will turn on and off intermittently to keep the ideal temperature, so half the time you won't notice any difference turning the stove off early.
Although the currently accepted answer (as of this one being written) is very good and full of information, it doesn't actually answer the question.
When you are done baking, it doesn't hurt anything to leave the door open when you turn it off. All it will do is add some heat to the thermal mass, whether it's all up at the ceiling or not, it's still in the room and helps even if just incrementally.
