Them Halogen Infra-Red heaters are the way to go if you can afford 'em..
They don't heat the air, only the target you point them at, so no heat is lost due to convection, etc.
Bloody dear though..
This topic makes me want to get my car on the road..
Maybe if I just put my feet through the rust holes in the floor and ran around the block Flintstones stylee, whilst emulating the sweet sounds of twin webers with my mouth..