In theory, it could be cheaper since you'll be essentially heating one room at a time. Joule/resistance heating is typically expensive despite being basically 100% efficient because it draws a lot of power.

If you have a window that can be opened, you could look into a portable heat pump. These have an air duct that exhausts hot/cold air out the window. Not as efficient as a central heat pump and more expensive than space heaters but you'll make up the cost in a few months of electric bills.

If that's not an option and you still want to go with space heaters, keep in mind that electric space heaters are one of the top causes of residential fires. Safety is a legit concern.

Invest in a good quality electric heater. Oil filled radiator or "baseboard" if you want to heat the room. Infrared if you want it to heat you. Do not use an extension cord. Do not leave space heaters running when you are not home. When running the heater, periodically feel the wall plate around the electrical outlet, unplug the cord, and feel the prongs. If anythjng is hot to the touch, discontinue use and contact your landlord about having the outlet replaced. High amperage loads + loose connection = fire potential.