How Do You Use a Space Heater Efficiently?

On Monday, Andrea explored the question of space heaters and found that there are many factors to consider when deciding whether to use a space heater or central heating system.
How do you use a space heater efficiently?
Each Thursday, you have the chance to share your thoughts on a question about energy efficiency or renewable energy for consumers. Please comment with your answers, and also feel free to respond to other comments.
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