Just gone through this same scenario myself.
I installed a low level convector radiator connected to my central heating system, with a thermostatic inlet valve. I did this as I didn't want to spend more money on the electricity when I've got a system already running in the rest of the house.
HOWEVER, the main drawback to this is that the CH system is controlled by a stat in my hall. The conserv cooles down far faster than the house, so the conserv rad (obviously) only is supplied when the 'stat makes a demand for the rest of the house. Therefore, the conserv is never as warm as the lounge - and is heated in "cycles".
Also, I believe that plumbing in a rad to a conserv means it is considered an extension, and it becomes subject to a different set of building regs (related to environmental stuff such as heat loss etc).
If I had taken a bit more time thinking about it, I would have done the following:-
Stand alone oil filled rad - supplied from a time controlled programmable room stat.
Therefore the timer would control "on" periods (and prevent it from heating at night), and the room stat could give controlled temps plus "temp boosts" during the day.
OR
Underfloor heating - getting cheaper these days.
Another option I considered was a rad connected to my CH system, with one of those electrical heating elements you can insert into the rad, controlled by a time switch. Sadly, the rad I chose (a speciallist conserv/greenhouse one) will not accept one of these.
Hope this is of help
Engineer Lane