All electric heaters are 100% efficient, converting all consumed electrical energy into heat.
Radiant heaters

These types of heaters consist of a heating element, and a reflector. They are used to heat objects, rather than the air in a room.
These types of heaters are useful when you only need to heat a small area of a larger room. They are typically used in garages, and other similar buildings where heating the entire building is not a requirement.
Fan heaters

These types of heaters consist of a heating element, and a fan. They work by forcing air across the heating element, warming the air and circulating it into the room.
They are best used in smaller spaces, where quick heating is required.
Convection heaters

These types of heater contain a heating element that is open to air flow (some include fans to increase air flow), allowing them to warm and circulate the air using convection.
These are good for medium sized rooms, where longer periods of heating are required. They may take longer to heat a room, but produce a steadier more even heat.
Night store heaters

These types of heaters use bricks (or other materials) to store heat during "off-peak" hours, and then release the heat during "peak" hours.
They can be useful if most of your heating demand is during "peak" hours (assuming your electric company has off-peak rates), but are not so good if most of your demand is during "peak" hours.
Underfloor heating

These are typically various size mats, which are installed under flooring. They can be useful to heat large rooms, but can be expensive to run (since they have to transfer heat through various floor coverings).
With these type of heaters it is very important that the underside of the floor is well insulated, to prevent heat from transferring down instead of up.
Heat pump
While some people like to compare heat pumps to electric heaters, they really should not be lumped in with electric heaters. Yes, they use electricity, but they do not use electricity as the primary heat source. Heat pumps work by circulating coolant through plumbing to draw heat from the environment, and then release it in the home.
Because heat pumps extract heat from other sources, they can be greater then 100% efficient. Some heat pumps use an electric heating element as a supplemental heat source, when environmental heat is not sufficient.
If you have the ability to do so, installing a heat pump may be your best option. The initial cost of installation may be quite high, but the operating cost savings may compensate for this. You'll want to calculate your ROI (return on investment), to determine if this is an economically viable option.