Not all convection ovens are "true convection"
The extent to which you get these marvelous results depends a lot on the particular convection oven you're using. The best—and most efficient—convection ovens blow heated air into the oven cavity. This means they have a third heating element (in addition to the usual top and bottom elements in a radiant oven) located near or around the fan in the back of the oven. This element heats the air to a uniform temperature before it enters the oven cavity. In many ovens, the third heating element is covered by a baffle, or a panel, which channels air sucked in by the fan past the heating element and back out into the oven.
The appliance industry generally calls this type of oven "true convection," "third-element convection," or "European convection" (first popularized in Europe), so these are the terms to look for when shopping. In an effort to distinguish themselves, however, some manufacturers have come up with their own names. Dacor, for instance, calls its technology "Pure Convection" because its third-element convection also uses a special filtering system that prevents odors from being transferred from one item to another cooking in the same oven.
Convection ovens without a third heating element generally cook less evenly. In the worst examples, this type of oven will have a fan mounted on the outside of the oven and will actually blow unheated air into the oven cavity, randomly mixing up hot and cold air. In most of these ovens, though, the fan is mounted on the inside of the oven cavity, but the air blowing around the food won't be a uniform temperature. With the bottom radiant element fully heated, the oven will have hot and cool spots.
You'll find most "true convection" ovens in built-in wall ovens or slide-in ranges, not countertop models. If you're looking for the benefits of convection cooking, you should really upgrade your range or wall ovens rather than buy a countertop convection oven. Full-size ovens generally have better circulation and ventilation, and they may include a filtering system. They're usually self-cleaning, too. If, however, you're short on space and looking for extra oven capacity, a countertop convection oven might be right for you. Some of the better models do have heating elements integrated with the fan.