Here's a PowerPoint about a simulation of various auxiliary heating systems.
http://www.vda-wintermeeting.de/file...DA-Handout.pps
The focus was primarily on warming up the passenger compartment faster when you have an efficient diesel engine (not enough waste heat), but there are interesting comparisons on Slides 14 and 15.
Below is Slide 14. The yellow curve is exhaust heat recovery. Doesn't look too great, but on Slide 15 it has negative fuel consumption, i.e. it saves fuel.
I'm thinking an oil heater: a separate water circuit from the exhaust heat exchanger to tubing wrapped around the oil filter. A pump would circulate the water only when desired, greatly reducing additional, unwanted heat at the oil filter when the engine is warm. An overflow reservoir could accomodate the thermal expansion of the coolant-water mix.