We use karosene and I hate it dearly! Makes your clothes smell funny and keeps my sinuses a freaking mess. I try to keep a pot of water on to boil or steam, helps sinuses a little.
We use propane; it is cleaner than oil and much more efficient. I used to love the smell of kerosene we heated with it when I was younger. The only thing I didn't like about it was when I burnt myself on one of the heaters.
Ewe, I don't like the smell it is too strong, but they have some neat aditives now with like potpori that smells o.k. It gives me a headache too and messes my sinuses up.