I was thinking about that as I wrote, and in a domestic setting I think the only ones would be electric heaters. As you say, these days almost all are thermostatically controlled, but I think you'll find that some are used in an "I'm cold, put the fire on" mode. In fact, the "fire" (2kW on max) in my flat is non-thermostatic. Similarly, my mate has an Optimist which I think is also non-thermostatic.
Neither of those is a primary heating method since the properties both have gas central heating - the fires are largely decorative.
I wonder how many people still have, and use, "shall we have one bar or two on" electric fires ?
Now this gets complex, I have said many times if you forget the different energy price between gas and electric then having a mixture of blown and radiant heat is likely the cheapest way to heat a home. The problem with radiant heat is one to measure it to control it, and two to actually control it as it is so instant, I know my dad had a 4 bar electric fire which did allow four stages of heat, but in the main a radiant heater is either on or off there is no thermostatic control possible because it is instant, other than heat pump the next most economic for energy is the fan heater, again looking at speed it can heat a room, now the old Myson I found while running like the radiant heater one felt warm, but within minutes of the fan stopping one started to feel cold, however the new Myson does not switch on/off but alters fan speed so it adjusts output reducing the hysteresis. So a radiant heater too small to fully heat the room and a fan heater will heat the room much faster than conventional radiators and economy is all down to speed, if you need heat 1 hour before using room and use it for 1 hour then 50% efficient, if you can reduce that warm up time to 1/4 hour then 80% efficient.
Where it all goes haywire is when we realise gas costs less than electric so although using a small radiant heater means air temperature can be reduced, working out the energy saving not too bad, but to work out cost saving if any near impossible. Be it whole house or individual item we can easy measure electric power used, however the same is not true for gas, even if I measure how much gas is used by the water heater since it heats both the domestic and central heating water the cost is dependent on how long I have a shower for, how many times I run dish washer (connected to hot water as both quicker and cheaper to run that way) as well as heat the house, and I have no way to work out how much it costs to heat each room.
I suppose the same is true for nearly every thing in the home, I can work out the cost to run the chest freezer in the garage, as there is no heating in the garage, but every other item I use is used in a heated room so will in some way impact on the heat in the room. The washer/dryer does warm up the kitchen, the vented tumble drier likely cools the kitchen down as it pumps hot air from the room outside.
Reading the instructions it seems I can set my heating to change in line with weather reports using IFTTT so on dull days the room is warmer, however in real terms to get the room to heat up or cool down one has to contend with hysteresis and heat being transferred between rooms. So turn my mothers bedroom down in the day, and it only really drops one degree, and turn the living room up by one degree and it will takes hours to respond, so have to turn up by four degrees for an hour then drop three degrees to get around the anti-hysteresis built into the TRV heads.
I called the plug in energy meter a toy, and that is really what it is, because I live in a multi-fuel house so I can't really work out what anything costs to run, so if I use a kettle which just boils a cup full of water at a time the kettle uses less energy, however if I fill a normal kettle and leave the unused water in the kettle to cool down, that heat is going into the house so the energy is not wasted.
The washing machine wastes energy, it allows hot water to drain outside, the vented tumble drier wastes energy it pumps hot air outside, although I see you can buy condenser boxes so the hot air is not wasted, not sure how well they work in practice?
The whole problem is with a few exceptions like my chest freezer each item we have in the home has some impact on the heating or cooling of the home. If I am running the laptop over night to process some pictures my bedroom where it is gets warmer.