You do want to be aware of venting issues, but...
We use a propane ventless heater in our living room. You may have seen the "blue-flame" heaters advertised. I used to sell these. There is a 100 gallon propane tank outside.
There is no exhaust ducting or chimney and the heater is designed to shut itself off if the CO level rises (or the O2 level falls, which creates a hotter flame). Ours puts out 10-30k BTU and kept our house at 70 while it was -11 out. There isn't any wasted heat.
California is one of the few states that doesn't allow these (for no good reason that I can see).
It does make sense to have a CO monitor in the area. But propane burns very clean and our monitor barely registers above background.
Our propane tank also supplies a "tankless" water heater, BTW. Again it is very efficient and heats water on-demand rather than heating and re-heating a tank.
Both of these appliances use no electricity.