hey, we've got the same heater... It's a lakewood radiant heater in my case, and it was $30 last year...but I love it.
Here's the thing that i figured out... radiant heaters take a LONG time to heat up anything because it's gotta heat all that oil up inside and there has to be thermal conductivity..blah blah blah... it just takes a bit. Then, get this, after the thermostat kicks off, you're stuck with all this hot oil heating up the air even further. I like it, it's an efficient process.
What I did to kinda mellow out the spikes in temperature was buy a $5 timer at walmart. It's got tabs that look like a package of birth control pills... just knock out every other tab so it only runs half the time (every other 30 minute cycle)...then kick the thermostat up a bit so it will run.
Now, you've got a heater that takes just long enough to heat up your room about 5 degrees before it kicks off, and it takes my old house loses about 8 degrees per hour on a really cold night (like 15 degrees).
In the summer you can use the timer to run a fan to keep the place from getting stale while you're at work, or to run lights while you're on vacation.