The "space heaters are more efficient" fairy tale won't go away as long as unscrupulous vendors and even "electricians" keep claiming that electric heat is 100% efficient because electricity is always fully converted to heat! Heck, even power companies used to market electric heating heavily in Europe, particularly night storage heat in order to level out the load on the grid!

Of course the debate completely ignores the fact that (from an economic point of view) day rate electricity is often more expensive than primary fuels (gas, oil, wood, pellets,..) per kWh and (from an environmental point of view) the losses are simply moved somewhere else, i.e. to the power plant where the electricity is generated and to the transmission lines (heat losses). But hey, juice comes out of the wall, doesn't it?