According to recent tests with convection equipment we could state that there's a very noticeable difference in terms of produced heat with the same quantity of watts in the operation. The measured data comes from temperature sensors with an accuracy of less than 0.1 degrees of error and it provides a surprising conclusion.
The ability to directly heat the air creates convection currents in the room, so the air that goes up thanks to the convection heater is replaced by the cold one forming a loop. This is different from heaters with fans because an apparatus of this kind tries to force the current toward a point and at the same time loses energy first in the own fan and after due to the cooling nature of fans.
The convection heater doesn't need to fight with the great heat resistance and its intrinsic tendency to cold itself of oil, iron or other solid, heavy materials. In fact, if the own heater goes very hot is due to the applied —and lost— energy to overcome this heat resistance and tendency to cooling in its own structure, without applying this energy to the air.
In a medium room, a well-designed convection heater —simplicity is key with a bit of separation from the resistance to the metal structure— could mean a difference of 5ºC, with 600W in a several hour period compared to other styles of heaters like oil and iron based, starting from a 15ºC scenario.