I'm installing a 240v, 1500 W (6.25 A) electric space heater made by:
Zonal Energy Efficient Heater - Electric Wall, Fan, and Baseboard Heaters (http://www.cadetco.com)

I read their installation instructions - no requirements fro wire are spelled out.
Can I run regular 12/2 romex to this or do I need some type of special heat
Resistant romex?

Romex will be fine. They don't tell you what type of building wiring to use, as there are several types available and subject to local codes.

Once again - thanks for your input- I appreciate the help