I've been using
this heated pad this winter, it works pretty well.
I've also been interested in popping 1 or 2 incandescent light bulbs around my desk, but I don't really want all that extra light when I already like how my lighting is already. I've seen the ceramic reptile heat lamps as well, but I'd be quite paranoid about
burning my place down with how much heat they apparently create.
I don't know if anyone's tried infrared heater panels, but I've heard of people using them near their desks, and the watt usage seems quite low. The
one I've been looking to get is only around 160w. Just don't sit too close to it, and you have to think of a way to position it properly, because it basically just heats things in a straight line ahead.
There are also these
weird roll-up poster variations that you hang on the wall, but I can't really see much on the Internet where people use them.