low cost space heater?

Hi, I'm new to the forum. I was wondering if anyone could give me advice on what would be a low cost space heater for this winter. My wife gets much colder than I do so I was thinking that we could lower the heat this winter if I got her a space heater but I'm concerned that I might actually end up paying more than keeping the boiler (oil heat) higher for the whole house (we only have one zone heat). I live in CT where we pay very high electric rates 22-$.26/kWh. Has anyone used their Kill-a-Watt device to see how much their space heater costs them over a month of use? I've read that oil filled heaters might be the most economical should I give one of those a try.