Mr. Heater is the one I would get, having looked into this a while back.
I would take two additional precautions: a carbon monoxide alarm, and I would crack the window an inch.
The issue with these things isn't carbon monoxide (if they're working properly), it's that they consume oxygen. The oxygen content of your air can drop to levels that would make you sick or worse, which is why I would open a window a bit, to keep the air's oxygen content safe.
I believe Mr. Buddy has an automatic shutoff if the oxygen level drops too low, but do your own investigation.