Letting a thermostat regulate temperature, or do it myself?
Both neither is wrong nor right.
Because it's all depending on your preference after all. If you are likely to turn on/off frequently and making your time to turn on longer than expected it could be more costly.
You can use a power meter to calculate your power consumption for this heater with thermostat regulating and with the manual so you know how big the difference in a year (calculate it yourself)