Can you help with home heating question?

I tend to keep my thermostats on the low side but parts of the house get really chilly during the day – specifically the kitchen and den. I have electric space heaters in each. Is it more efficient to use the space heaters judiciously or to raise the whole house temps? The furnaces – one runs old steam radiators and one for newer hot water baseboards – use gas. Both solutions warm up the house fine but which is cheaper and more ecologically efficient? (@LuckyGuy – go to town!)