The key problem is to get energy there to convert to heat. Electric is the most convinient and pretty save, anything with a flame or any kind of combustion not so much (Smoke, carbon monoxide, lack of oxygen, fire hazard.....). Of course there's the option to tote hot matter (water is pretty good at storing heat) to and fro, but that's not a funny chore and a very inconsistant supply of heat.
A rather low power old light bulb would do, with some wire to protect from touch (ears!).
Anyway, insulation is much more efficient. Rabbits can cope with cold well, they don't need much down to -10°C, just enough space that is protected from draft, has insulated walls (even if there are openings, it feels more cozy with insulated walls around due to heat radiation) and has a dry and insulating floor (hay, wood, etc.). Below that I board up or tarp parts of their hutches, and put a solid layer of fresh, dry hay in (wood slat floors).
The main problem is drinking water, I solved that by using 10W silicone heating pads under their crocks, hooked up to an adjustable power supply. I rarely actually need more than 3-5W, which doesn't put a big dent into my electricity bill.
