I had the same dilemma with a new conservatory. Here are the results of my deliberations
I was going to use underfloor heating, but asked people who had it and they said it was slow to heat up, taking hours not minutes.
I considered adding a radiator from the central heating, in fact I got as far as having the pipes run, but I don't use the conservatory in the dark winter nights so don't really need to heat it permanently. In the late summer/autumn like now whilst it's still light until 7:00pm we will be using it so some extra heat is nice but as the weather's still fairly warm so is the rest of the house my central heating isn't on so a central heating radiator would be of no use.
In the winter if I turned on the radiator when I got in from work, it probably wouldn't be on much as the main central heating thermostat is in the house which would be warm by the evening and so all of the rads would be off.
I think that there is also a building regs issue due to new energy saving laws (Part L?). As I understand it from a brief chat with my LABC, conservatories are exempt from building regs because they cannot meet the requirements of energy efficiency as they have lots of glass. Therefore the main building has to be insulated from the conservatory as if the conservatory wasn't there. ie wall insulation and double glazed doors and windows between the conservatory and the main house. Effectively the conservatory is treated as being outdoors. Therefore it cannot be connected to the central heating system. To do so would make it part of the building so it would have to conform to the regs, which of course it doesn't. The conservatory has to have a separate heating system not controlled with the main house to remain exempt.
With my conservatory being south facing I considered aircon, but a friend has aircon in a conservatory, and I didn't like sitting in it with all of the doors & windows closed, plus the noise and it's usually too cold if you're in the line of the cold airflow (which unless your conservatory is the size of the one at Kew gardens is, you most likely will be). I also like the doors open to be at one with my garden. It's probably just me, but it seems wrong sitting in a shut up conservatory on a nice day.
In the end I went for a 3kw electric convector (silent type) with built in timer and thermostat for a fast heat up. Roof vents and solar reflective roof to keep cool.
Perfect for us, as we only heat the conservatory when it's needed and when we do it heats up fast. I don't use it much in the winter when it's dark so it's not too expensive to run. (If its sunny in the winter that heats it enough anyway)
The deciding factors really depend on is how much and when you want to use the conservatory and how much it will cost to install & run the heating.
Hope this helps.