Don't you mean there are cheaper methods of heating than resistive heating? Because as far as I can tell, resistive heating is 100% efficient. Incandescents convert some fraction of the input energy to visible light. Almost all of the rest is emitted as heat. And if there was no light emitted, a resistive element is nearly 100% efficient.
No, he means more efficient:
In electrically powered heat pumps, the heat transferred can be three or four times larger than the electrical power consumed, giving the system a coefficient of performance (COP) of 3 or 4, as opposed to a COP of 1 for a conventional electrical resistance heater, in which all heat is produced from input electrical energy.
Translation: If your heating is all electric, with resistive heating you get a watt of heat per watt of electricity. With a heat pump you get more that one watt of heat per watt of electricity.