Electric bill

Our electricity bill was eye-popping this past month. All I could attribute the excess to was my use of a small heater in my office in the mornings. I've heard it is cheaper to use a small heater to heat one room than to use the furnace to heat the whole house if all you need is one room. Now I'm not so sure. I get up early, about 2+ hours before anyone else and the house is downright cold. I went a couple of mornings with no heater and was . . . cold. Today I'm trying it with the heater, but with the thermostat turned down. I can't say it's much better. Where is the balance between comfort and affordability?