Is it OK to heat a room with a gas stove during a power outage?
No! Using a gas appliance improperly can cause it to take in too much oxygen from the air, leading to asphyxiation, or not enough oxygen, leading to carbon monoxide poisoning.
The same holds true for space heaters that burn fuel like propane or kerosene - these should never be used in an enclosed room. Never use a charcoal or propane grill indoors either.
The best way to stay warm during a power outage is wearing layers of clothing and blankets. A wood-burning fireplace or stove is also an option, but make sure it's in good working order.