A heater without the oil could have hot(ter) spots in it. While the oil filled one may when it first starts out, the oil circulates to provide more even heat all over after it warms for a bit. If it ever leaks, it can make a mess, but you'd end up with more even heat, and it would continue to provide radiant heat longer than one without because it likely would have more thermal mass.
You'd need less current, therefore smaller wires if you ran 220vac. It would depend on the individual loads how many you could run off of one circuit. On 220vac, you'd likely be able to run more than one on a circuit, but you may not on 110. The size wire used would depend on the CB you use and the load, though. 20A at 220vac is twice the watts as 110vac. P=I*E power equals current times voltage; double the voltage, double the power available at the same current level.