Energy efficient bulb takes a long time to get bright

Looking at the unit you linked to (and your comment on waiting for the "cycle" to finish), it appears to be a heat pump. Heat pumps are typically more efficient than electric radiators (e.g. a plug in space heater). They lose efficiency as the outside temperature falls, and eventually you should switch over to emergency or electric heat, which should be built-in to this unit. This is identical to the heat source you would have with a space heater. I doubt you'll see more efficiency out of a space heater (it all depends on the individual units), but if you do, it wouldn't be until it's very cold out.

Side note: The point to switch to electric heating is somewhere around the freezing temperature. I've seen comments ranging from 40F to 20F, that that may also vary from one unit to another. Depending on the unit, this switch may be automatic, or you may have to manually enabled it. If you get down to freezing outside and can't get above 65F inside, then I'd manually flip to electric heat.

As Tester mentions, new windows are the most cost and energy efficient in the long haul. However, the upfront cost is substantial, especially if you want to do a lot of windows.

The concept is the same with all window coverings, add an additional layer of air between the primary window and the covering to slow down the transfer of heat. A single pane window is generally .85 r-value. Verifiable r-value numbers are hard to come by for most of these products, but if you do find some, that will give you a basis for comparison.

Other options:

• Storm windows. This is basically installing a secondary window on the outside. These can be quite expensive, or cheaply made using plexiglass. They are cheaper than new windows, reusable, and transparent. The drawback is that there is still a sizable upfront cost and you have to store them somewhere in the summer.

• Secondary glazing. Same idea, except installed inside. Similar advantages and disadvantages to storm windows. They tend to be much thinner and don't change the look of your house.

• Cellular shade. There are some interesting claims with cellular (honeycomb) shades, some claiming to add well over 2 r-value to a window. These will darken the room some and are still quite expensive.

• Window film. This is the cheap option, unless you have curtains laying around. The main drawback is that it's generally opaque and it's more difficult to reuse year-to-year.

• Heavy curtains. Tried and true method used for centuries. Obviously you won't be looking out these windows.