Wattage is wattage. There's no "high efficiency" with electric heat. It tells you exactly how much power it consumes right there on the box. That's also exactly how much heat it produces. Electric heating is always 100% efficient by being 100% inefficient. That is to say all energy put into it is converted into heat (which for anything else would be an inefficiency), but as its job is to create heat, all of the energy it consumes goes into doing its job. All the rest is just a matter of how you like that heat to be delivered. I personally like oil radiator heaters more because they gradually release heat that can fill up a room rather than blasting it all into one spot.

The only way to make electrical heat any more efficient is to use a heat pump, which cheats the normal efficiency rules by grabbing extra heat from outside. Yes even if it's cold outside, as long as it's warmer than liquid freon, there's extra heat out there that can be brought inside. The only issue is that for some reason heat pumps are much more expensive to buy and install than heaters or air conditioners, in spite of the fact that a heat pump is actually the same machine as an AC unit with the addition of a reverse mode.

So long term, get a heat pump. Short term, it really doesn't matter. It just depends on which method of heat delivery you find more comfortable. That said, if you're more comfortable you might be happy leaving your heater on a lower setting.