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Same here. This is why a well-insulated building just 'feels' so much nicer compared to an uninsulated solid brick equivalent, even if the air inside is at the same temperature. The surfaces and objects will be warmer, less temperature differential between them and your body, less radiant heat transfer from your skin and flesh to plaster and brick.
Half of my house is still completely uninsulated, solid Victorian brick. Moving from the well-insulated and airtight new extension and loft, to the old areas, feels like a night and day difference in comfort, even though the air temperature is always the same 21-22C throughout the entire house.
Any direct electric resistive heater will be 100% efficient. Fan heaters slightly less so, as they need to drive fans as well as the element.
A fan heater will heat up the air much quicker, but will be doing fuck all very quickly once turned off.
An oil radiator will have a load of thermal mass acting as a buffer, and will continue to release heat energy long after the element turns off.
Both will impart the exact same amount of heat energy into a space, for an equivalent amount of energy consumption, only the way you experience this energy as a human over time may vary.