On hot water bottles: the energy spent boiling that water is likely comparable to the energy an electric blanket on low power would use.
Don't worry about energy consumption; it's negligible for the hot water bottle, and for the electric blanket as well, especially compared to keeping your house heat up high at night. Not really worth debating, though do note: the hot water bottle has a fail-proof, gradual, automatic shutoff, it fits any size bed, requires no electric outlet, requires minimal storage space during warmer months (so you can have an extra for guests), and has an initial investment of, like, $4. :)
The soft-walled ones may discolour slightly.
I put boiling water into a fairly thin-walled rubber one, and it sprang a leak a few minutes later, so I'm more careful now.
A highly effective low-tech solution.
Yes, the efficiency of heating the water in the first place may vary, though that's energy that's almost certainly delivered to your residence space, so in that regard it's pretty much a wash.
What I've found is that a liter bottle packs a goodly amount of heat, the sock regulates the release just about perfectly (and keeps you from scalding yourself against it), and the result is quite toasty. There's also nothing quite like having warm toes in bed.
The bottles are still warm in the morning under a good duvet.
Source on that? I had a quick search, and it seems to be one of those rumours... The only reference I could find was old (pre 2001) and faulty models.
Of course my house is all electric, so there are no electric vs. natural gas conversions to make.
Air flows between rooms / through doorways can also be surprisingly stubborn, but it does happen.
The specifics will depend on the size of the interior space, position of the kitchen, access to exterior walls, etc.