Candles put out a fair amount of heat. One votive light in the bathroom, with the door closed, takes the edge off a winter shower if you keep your thermostats set low.
One lit before I retire leaves the bathroom reasonable by morning. If I keep one going most of the time, comfort is even better. I also use one in a glass lantern at my desk.
For this, a pillar style works well. The nice think about a votive light is that it will burn out in 6 to 8 house. With the right candle holder, you can burn most of the wax. With a pillar style candle, you must extinguish it after a few hours so the wax can harden. If it goes too long, you run the risk of loosing a lot of wax.
I started with parafin because these are readily available. However, the smell is not great. Then I tried palm oil, but I would rather not burn food. After a bit more research, I went with bees wax. These are tricker to use because they are softer, but the slight scent is much more pleasant and, according to the literature, burning bees wax generates negative ions (always in short supply in modern life). The wick normally leans a bit, making the pool of melted wax closer to one part of the edge.
Left unattended, the softed edge will probably develop a leak. If the candle has been burning for a while, the top part is soft; it is easy to slice a piece off the top and smush it into the thin part on the side. Wax lost from votive lights can also be used to shore up thin parts. It is amazing how long a pillar candle lasts. It is also amazing what a difference it makes to have a candle near your legs.
While space heaters do not require a lot of electricity, 2/3 of the energy is lost before it enters your house. Candles also have the advantage of being available when the grid goes down.