Seems funny that my back-to-back posts revolve around heat. One about staying away from it and one about getting it.
Space heaters don't lose energy through combustion or the transferring of heat, so all the heat generated goes right into the room. Often people turn up the heat for the entire house when using a space heater in just one room, the room them are in, would be sufficient.
You are just wasting money, gas and/or electricity by heating the entire house when you will only be a in a couple rooms. I really like the digital space heaters that sense the temperature, so they turn off within a degree or two above what you have it set for and will turn back on again within a degree or two below what you have it set for. That way the space heater is not continuously running.
On really cold, windy days in our old house, I like to “pre-heat” our bedroom at night, but then turn off the space heater. By the time the room cools I have warmed myself nicely under the covers and am not bothered by the crispness in the air outside of the covers.
We also sometimes use a space heater just in the living room when we first wake up on those winter mornings. Living in a Midwest Northern climate can make for some chilly mornings and the house with it's hot water heat doesn't heat as fast as those homes with forced air, so we will turn on the space heater in the living room while we are in there to take the bite away from the chill while the house warms up. In the meantime, I usually have a batch of muffins or bread going in the oven because the heat from cooking will help warm things up.