If we're talking about conventional "dissipative" electric heaters that simply turn electrical energy into heat, not much has changed, and it never will. Regardless of the type, be it convective, radiant or whatever, they simply turn electrical kiloWatts into thermal kiloWatts - deliberate 'wastage', as somebody already said - and they're pretty efficient at doing that. The quicker you can get those kiloWatts circulating around the room, the quicker the temperature will rise. Fact is, you need around 150W of heating (or cooling) power for every square metre of room area - an old, tried and trusted rule of thumb.
The only real way to get more efficient space heating is to move away from simple 'dissipative' heaters to heat pumps, aka "air conditioners". These literally "pump" heat from one place to another, using a little bit of electrical energy to cause heat to flow the 'wrong' way. So when in heating mode, an aircon heats up a relatively small amount of (indoor) room air by fractionally cooling down a relatively large amount of outdoor air. Reverse the cycle and you're able to cool down the room by slightly heating up the already hot outside air. Your fridge is another example of an air-to-air heatpump that cools down the interior space. Feel the radiator on the back and you'll know where that extracted heat is going.
So ... back to space heating. Our rule of thumb says that if you want to heat a 20 sqm room, you'll need about a 3kW heater or heat pump. With a dissipative heater, 100% of that heating energy comes from the electrical supply , so 3kW of heat output means you will draw 3kW from the electricity supply.
With a heatpump, about two-thirds of the heat energy comes from the ambient air, and only about one-third is needed to run the compressor and make the heat cycle work. So to get about 3kW of heat output will only take about 1kW of electrical power. That's the upside.
Downside is that heatpumps/aircons are much bulkier, more expensive to buy and noisier. But they do pay for themselves pretty quickly.