Gas and propane? What, pray tell, is the "gas" coming from?
I'm guessing the gas heater you're talking about is a built-in furnace, whereas the propane heater is a freestanding portable device. The built in system probably has its own venting, but the portable unit does not.
With sufficient ventilation you can use whatever you want. If the propane heater you're talking about is not vented however, the combustion gases it generates are vented directly into the living space, so be aware that there will be an increased risk of suffocation or carbon monoxide (CO) poisoning.
It's always been my experience that more blankets are more effective than more heat, a lot cheaper, and less likely to kill you with CO.