How can heaters using the same type of fuel be more or less efficient than each other? I can understand there being a cost difference if you used gas vs electricity to heat your home.
But for heaters using the same energy source, how can they be more or less efficient than each other?
I always thought that heat is generally a product of inefficiency. A halogen lightbulb is wasteful because for it to be bright, it radiates a lot of heat.
But I often hear the claim that cheap heaters will consume more energy. For example, this website (http://www.build.com.au/electric-heating) claims "The cheaper the electric heater, the less efficient it's likely to be”. 
This is not the only place I’ve heard this. People often recommend certain types of heaters or certain brands of heaters to save on heating costs.
So if this is true, how is this inefficency caused and where is the energy lost to?
 A: For electric "resistive" heat, you have a point.  Energy in equals energy out, so it shouldn't matter if you're heating your house with a 1000 Watt heater or ten 100Watt light bulbs: both should produce the same result.  In practice, you have to worry about getting the heat where you want it.  If the warm air all floats up into a layer on the ceiling, you'll likely have to turn up the thermostat compared to a system that keeps the heat near the ground (say with baseboard heating and some ceiling fans).
For non-electric heating, things aren't as simple.  For gas and oil heat, a lot of the energy goes out the chimney.  So efficiency has a lot to do with how to minimize that loss, for example with counter-current heat exchangers and such.  Also, obtaining just the right fuel/air mix for full combustion, without adding too much air (which will be lost in the exhaust) is a factor.
Finally, it is possible to have an electrically powered heat exchanger (an air-conditioner running backwards).  This can be more efficient than "resistive" heating because it pumps heat from one place to another, rather than creating it by brute force.
