Lots of folks don't have to worry about pilot lights in their furnaces. Why? Because they have electric heaters, the most efficient type of heating available. With electric heat most all the energy used in the appliance is converted to heat. Although these heaters are most efficient, they are not the cheapest to operate. Electric heaters are least expensive in first cost but tend to be a bit more expensive to operate due to the cost of electricity.
Electric heaters come in several types which I'll cover in the tutorial Types of Home Electric Heaters. There are radiant heaters which heat objects and people, not air, and there are baseboard heaters, in-wall heaters, even heaters that fit in the 4" toe-kick space under a kitchen or bathroom cabinet.
Many of these heaters draw a bit of power and require a 240 volt circuit, so knowing how to install one of those is helpful if you wanted to add a heater yourself. And of course you should also know how to size a room for an electric heater.