Maybe you are saying that heat->electricity->heat is inefficient, since most electricity is produced from heat inefficiently.
I always get tripped up by this, since I live in an area where almost all electricity is hydro. In that case resistive heating seems fine.
The explanation that made the most intuitive sense to me is that it takes less energy to move heat from one place to another (air at 273 Kelvin to air at 300 Kelvin, like a heat pump does) than it does to create heat from nothing (like a resistor does). That's why the heat pumps can get deliver more heat to you from the same amount of electricity.
Of course electric can come from many sources, if your is renewable at the time resistive is good. However you might also be using some old 1920s coal generator that is 10% efficient (these still exist, but are only used in the worst emergencies)
Due to the increased efficiency, heat pumps are better then electric resistive heat (when temperatures outside are within the heat pump's operating range, that is). This is regardless of the method of power generation.
Otherwise, you have chemical fuel which burns, and a bit of electricity to pump it around (either by forced air or water pumps).
In terms of electrical input, resistive heating is the worst of the lot, even if it can be sourced in a carbon neutral way (unlike nat gas or fuel oil).