Technically this is not true, if by efficiency you are talking about: (energy converted to heat)/(energy purchased). Only electricity turns almost 100% of the energy you purchase into heat. The reason it is not used more is because it usually costs more. Point source (space) heaters can be cost effective since they put the heat exactly where it is needed. Keep in mind that in electric heaters "watts is watts" so the technology is irrelevant from that point of view. One 1500W heater will not make more heat than another 1500W heater, even if the advertisement seems to suggest it will. I like the oil filled radiator kind since they have no fan so are quite and reliable. I have a neat one with a remote wireless thermostat, but they don't make that anymore that I know of. They do not have a pump. The oil circulates by "gravity". Your results will depend on a lot of variables. The main ones are the efficiency of your FA system (which depends on a lot of things), and of course your costs for gas and electricity. I do something similar to what you describe, and the savings depends on how you set the heaters. If they are running all the time then you won't save much. If you just heat where you need it and keep the temp reasonable then you might. If you have a wife then this is likely a bad plan...

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1998 C230 330,000 miles (currently dead of second failed EIS, yours will fail too, turning you into the dealer's personal human cash machine)
1988 F150 144,000 miles (leaks all the colors of the rainbow)
Previous stars: 1981 Brava 210,000 miles, 1978 128 150,000 miles, 1977 B200 Van 175,000 miles, 1972 Vega (great, if rusty, car), 1972 Celica, 1986.5 Supra