I lived with Warm Air heating unit for several years and I hated it for the following reasons:
1. Warm air was blown into the bathroom, displacing the existing air. Where did this moist and erm..... stale bathroom air go? out of the bathroom door down the hallway where it was sucked back into the inlet duct of the system for re-distribution to all of the rest of the house. lovely!
2. Kitchen, as bathroom see above. I hated the smell of cooking coming from the grilles in the bedrooms.
3. Poor comfort: Hot when the hot air was blowing on you directly, then instantly you felt cold the second the thermostat switched it off. A few minutes later a cold blast of air when it restarted before the hot air from the heater reached the grilles.
4. No zone control. Hot kitchen when cooking, yet the thermostat in cooler lounge kept the system running which pumped more hot air into the kitchen. OK I would sometimes manually close the kitchen grille, [I use the term 'close' loosely here, there was always some air that managed to get through] but then forget to open it again before I went to bed, so got up to a cold kitchen in the morning. It was impossible to get a comfortable temperature in every room. Lounge temp was OK'ish (other than 3 above) where the thermostat was, but other rooms that were too cold one day could be too hot the next if the sun shone in because unlike radiators, the air outlet grilles didn't have any thermostatic controls fitted to them.
5. Noise: Voices, TV etc traveled through the ducts from one room to another, especially in the bedrooms where the grilles were back to back. This wasn't so noticeable when the system was running as the noise of the fan drowned it out.
6. As per 5 above, the fan was noisy, never failed to wake me up when it started up.