Virtually 100% of the energy consumed by and incandescant bulb (or any other kind of light for that matter) goes to heating the room it's in--the tiny remainder escapes through windows and such as light energy, but there's not much of that. A 100 watt bulb will generate as much heat as a 100 watt electric heater; the 5% that it emits as light is converted to heat when it strikes a wall or other absorbing surface.

Electricity is an extremely efficient way to heat--100%--but it's also an extremely expensive one, mostly because of the inefficiencies encountered in generating th electricity. If you're looking for efficient electric heat, consider a heat pump, which effectively provides heat at more than 100% efficiency, or installing solar or wind-powered generation of electricity (nuclear is too feasible for home use.) Of course, those efficient approaches come with a high initial cost.
   Another sweater, anyone?