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You definitely want a heat pump. Check the C.O.P. (coefficient of performance) for your most efficient unit. A COP of 3 basically gives you $3 worth of heat for every $1 of electricity used. All units are rated and given a SEER (Seasonal energy efficiency ratio) rating. The COP is more telling for the heating efficiency. A high SEER unit may have a lower COP than a lower SEER unit. Depending on how you are planning to use the room you may want to consider a through the wall “motel “ type unit. They can be much quieter than a window unit. Check with a local heating contractor for these units. There are many available from Trane, Carrier, G.E. Amana, as well as Sanyo, Samsung and many others.

I concur on the "through the wall" rather than the window uint. Physically separating the condenser and evaporator can buy quite a bit more efficiency.

If you were thinking about whole-house, you might consider putting the condenser coil into that pond you're building. "Geothermal" systems can be very efficient indeed.

I used to think that Trane and Carrier were top-of-the-line in air conditioning (I have Trane in my home), but what I've seen from the likes of Mitsubishi lately says that the US may also have lost the edge there. The Japanese are now using really advanced control circuitry and are ditching induction motors in favor of PMSM's. For the Japanese market, scroll compressors (the most efficient) are standard.