A couple of weeks ago we had to start firing up our DeLonghi Oil-Filled Radiator. We live in a very small apartment but we can't use our ancient gas heater (blind dog + heater in an awkward place = you get the idea).
We really can't rave enough about the DeLonghi. It's both silent and efficient -- it heats up a small space (between 86 and 216 square feet) pretty quickly. There are several models, ranging from approximately $50 to $150, depending on whether it has features such as a programmable timer and a quick-heat button. We have a basic no-frills model that we bought on Craigslist from someone who was moving to Hawaii.
Edited from a June 2006 post