Like others have said, I think it depends ...
If you're one of those "just do it" types then I think diesel is your answer, you just install the thing right, get your diesel fuel which you probably already have for the motor anyway, and you're in business. Do some maintenance on occasion, install safety devices like CO detector, etc.
For me I see heating and cooling in a few more shades of gray than some ...
Some conditions just call for warmer clothing, extra blankets at night. Especially in September, but also through October and even some days in November, all you really need is to get bundled up in some cloth, I kind of think too much warmth on a cool September morning almost ruins it. Come late March, April, into May again you can be content with clothing and blankets, cup of hot chocolate or coffee to get going.
Some conditions call for Sarahfinadh's oil lamp approach. Having used oil lamps quite a bit this year I can say that if all you need to do is take the edge off, oil lamps are a very good option. They are warm, use simple easy to find fuel (and not much of it), and I think a good solution for preparing the space for going to sleep, just warm it up, blow out the flame, and get in under the blankets. Relighting the oil lamps in the morning along with cooking a bit of breakfast warms the place right back up, don't forget your slippers!
The above two things and a few other tricks can take you most of the way, but of course then from about late December through February you get real winter, actual cold (at this latitude, YMMV). When it gets really cold I prefer wood heat.
I think choosing wood heat really depends a lot on how you live. If you don't live on the boat all the time it probably doesn't matter much, but if you are on the boat all the time I think it matters much more. There are downsides, some written about above, others less obvious such as having to stay on the boat if you want to keep it from freezing because the fire has to be tended. Choosing wood is kind of like choosing to be without a watermaker, or a refrigerator, it is committing to a little extra effort every day or every week. With wood you really will have to clean it out sometimes, and you'll have to go ashore for wood, and store the wood, and all the rest. Without a watermaker you have similar kinds of chores, you'll have to get water. Without refrigeration you'll have to break out the pressure canner sometimes and can some meat, etc. All of those things are a bit of trouble, but if you're on the boat all the time, living on it, retired, isn't that part of the charm of it all ?
There's some merit to what you say. We used these methods for years to take the chill off during the shoulder seasons, and got along alright.
That said, now having sailed for a few years with the real cabin heater -- I would NEVER go back. The difference in comfort level so is so stark that it's really beyond comparison. It's almost like the difference between sleeping in a tent and staying in a hotel (slight exaggeration). Our early and late season forays are much more enjoyable now. Of all the "comfort" investments we've made, that cabin heater was some of the best spent money.
Fuel choice is always debatable. As I've said in other threads, if we were long-term voyagers/live-aboards, I'd certainly give serious thought to the Webasto/Espar forced hot air diesel heaters. I've experienced those and they are wonderful units. But for our kind of sailing it's more difficult to justify that expense -- something like 10-15 times as costly.
Wood is tricky for a lot of reasons, but if that's what you prefer so be it. However, I would not recommend the Dickinson Newport wood heater for serious cabin heating, based on my conversation with them. Instead, if I was going with wood, I'd look at something more along these lines:
Wouldn't it be cool to have one of those in an old wooden schooner?