TL;DR Space heating doesn't make sense in a typical US house that already has duct work in place.
There are, broadly speaking, 3 types of home heating in general use in the US:
Fossil fuels - Natural gas (generally most cost effective) or oil. If you have this, it would definitely be forced air, as that matches "duct work".
Electric resistance heating ("toaster") - Basically a giant metal wire that heats up, air is pushed past it and heats up and is distributed throughout your house. (There are also baseboard heaters, but again "duct work".)
Electric heat pump - This is basically an air conditioner in reverse. It heats in the winter and cools in the summer, and only goes to electric resistance heating on the very coldest days (in most areas, with modern equipment).
Electric space heaters (you can't, realistically, use a gas space heater inside a normal house) are the same as electric resistance heating, but for a room rather than an entire house. If you have resistance heating for your house then electric space heaters for individual rooms are essentially the same in terms of usage cost.
If, however, you have either natural gas or heat pump heating, those are almost always far more cost-effective than electric space heaters. To the extent that if you have electric resistance heating for your entire house then it may be cost-effective to replace the entire system due to energy savings over several years.
As far as heating rooms you don't need very often, it is easy enough to install adjustable covers over the registers in the rooms you don't use very often. Close them most of the time. Open them up an hour or two before you are going to watch a movie, close them when done.