A couple thoughts -
I agree with an earlier post that if one's flying is only in the south of the US, getting heat from the oil cooler might be ok. However, when I fly in weather around 20F or lower, my oil temp would run around 150 or less if I didn't shut down the air supply to it. So, two potential problems: one is minimal heat available and two, the oil temps would be less than optimal for the engine.
I did find that stuffing the exhaust heat muff with a copper Chore Boy pot scrubber made a noticable difference in the heat output (make sure you get that brand, they are 100% copper). I unrapped the scrubber and wrapped it around the exhaust pipe until I had to cram the heat muff over it. One caution - make sure you rinse the scrubber in acetone or some solvent, as there is an oil film on them to keep that copper nice and shiny until purchase.
It was an interesting experience to see smoke billowing out from under my panel during the test run after putting those in without removing the oil.