Don't listen to them.
For heating, actually the PIV is the best, with a max power dissipation of 95.7W.
I'd suggest a 19" rack and 16 PIV @ 2000, plus watercooling. Connect the cpu cooler circuit to the house underfloor heating circuit and you should be able to keep a 20 sqm study warm and cozy. If space is an issue, Itanium is better with 130W so you might get away with 12 CPUs. Still very expensive though.
Also don't listen to the many people that will now suggest immersion heaters. Trust me, they suck royally with distributed computing.