The information from Martin & John is great however there are other factors that make a considerable difference. Heating air be it 'dry' or humid doesn't make a lot of difference, however the materials that forms the room and contents does. The air will stratisfy as the heat will expand the position of the molecules. Humid air is less dense than dry air therefore rise slightly more easily.
The air in the room will transfer heat energy into any material that it makes contact with until the air temperature and the material are at the same temperature.
If the material is dense the amount of heat required to raise the temperature 1 Kelvin will be greater than for a less dense material. (Specific heat capacity). A porous material will contain pockets of air. Air as stated by Martin & John has a shc of about 1000J/kgK. Water has a shc of 4200J/kgK therefore requires about 4 times more heat energy to raise the temperature.
If the materials in the room and the materials that form the room (fabric) are dry they will heat up more quickly on the surface than damp materials. Therefore although humid air as gas will not make much difference from a heating point of view the materials that the gas is in contact with will have a significant influence. It is more expensive to heat a damp room than a dry one.
There are other factors such as the permiability and resitivity of the materials, the size, shape and position of furniture and walls etc. so it does become complicated. Although from a math's point of view it is interesting to produce loads of data it is not an exact science. All heat calculations are comparative only as it is impossible to achieve all the measured units.