Ok, so in case it helps the next person, here's my non-exhaustive findings:
First bought a Alva 9kg-cylinder gas heater from Builder's Warehouse: they're on special for R899 currently. Builders also sell Afrox 9kg gas cylinders for R540, so picked up one of those too.
Got back home to discover that the Alva requires some serious assembly: the base with the wheels isn't connected to the top bit, so that takes a total of eight screws and some very fiddly washers to get secured. Not super easy at all, so not a great start to the experience. What was worse is that once it was all set up, we couldn't get it lit: the pilot light would fire but it would only stay alight for as long as the gas valve was kept pressed down (no matter how many times I tried it or how long I held it). Apparently this is a common issue with these heaters.
Cue another trip back to Builder's and they refunded my heater. They told me another guy had brought back an Alva heater that very morning with the same problem but they'd managed to get it started, but because I'd left my gas bottle at home they ended up just accepting our story and gave us the refund.
That left our choices at Builder's down to three: 1) Buy another of the same Alva; 2) Buy a Gold Air heater (as soon as I saw it was distributed by Nu World I scrapped that idea); or 3) Buy a Megamaster heater.
I opted for option 3: the Megamaster heater is also made in China but its distributor has a
local presence, it cost R100 more than the Alva (i.e. R999), and it seemed to have a better build quality.
The latter point was confirmed when I got home: the base is already attached so all that's required for assembly is screwing four screws into the back-plate (much easier). Connected everything up, gave it the gas and hit the starter and ... the pilot died immediately (same as the Alva)!!! On my third try, however, it started working (PHEW) and its running like a charm on max now (*really* nice and toasty). I think there's a trick with having to hit the ignition button twice quickly to get the pilot to stay on, will experiment.
Soooo ... hope that helps somebody this winter

If I can get over my fear of gas, I reckon anybody can. There are a LOT of scary warnings in the instruction manuals too, but doing the 'leak test' with soap gives you a measure of confidence.
Keep warm guys n gals!