Small propane wall-mounted heaters that don't require electrical power are good, reliable and safe. For fairly normal living in short-term situations where fuel use isn't an issue these are a good option.
As things get more desperate and fuel gets dearer I use other options. I keep a small propane catalyst heater that runs off the wide one-pound bottles handy. I can get about six hours per bottle and keep about a dozen on hand. These will also run a one-mantle lantern that puts out about the same light as a 75w bulb and a single burner stove so I can do some light cooking, make coffee and heat soup.
I mention the stove and lantern because both put out a good amount of heat.
Now, down here in Florida, it doesn't get all that cold for all that long but cold here is usually wet-cold and with wind. Also I am sensitive to cold. Sixty degrees Fahrenheit is flannel and jacket weather to me. I can handle heat in the high 90s with relative humidity near 100% but acclimated to that has a price. A price a pay when it gets cold.
The plan is that as it gets colder and the utilities fail we progressively retreat to a small interior room. This room, next to the bathroom, gets extra protection by rigging blankets or plastic over the door and any windows. All of the surrounding rooms get a similar treatment and all the most used travel routes have doors and/or blankets placed to make air locks.
A small, well insulated, with a couple of people inside and protected from losing heat by multiple doors tends to stay pretty warm without much heat. One or two candles or oil lamps pretty well does the trick but some thought has to be given to ventilation.
Colder temperatures, less well insulated or larger rooms, fewer people may require more heat. The small space heater, stove and lantern can be brought in as needed.
In the field, or if things go bad in a big way at home, there is always getting into a poncho or modified trash bag. With your legs tucked under your enclosure you place a candle or small oil lamp. Take reasonable care not to catch your poncho on fire. In such a small space a candle flame provides a lot of heat. This puts you into your own private warm environment and protected from any wind. This is sometimes a much more efficient use of fuel and time than trying to assemble and light a conventional fire.