I'm currently using a wood furnace w/ a blower and a little ducting. It's an older model from the 70's I guess (Monarch add-a-furnace, or something like that). It does a nice job, however, if you really want it warm, like 70 or above for example (depending on outside temps, and it's been in the teens here in central WA lately)it'll take a little while and a fair amount of wood. Not a big deal for me as I like it a lil cooler (55-60 if your really working you should warm up a bit from the exercise !!
) and I get lots of free wood from construction jobs. The down side is you need a chimney or other flue to vent out of your shop.
The electric heaters are the most expensive to run (changing electricity into heat is pretty inefficient) they don't need any venting though and you'll never have to cut wood. I've been tempted to go w/ a propane vent-less wall unit for other unheated areas of the shop. I've got a couple of rooms that have no heat but they already have gas lines run to them. If you look around there are some out there for ~$100. The only thing I don't get is that they are illegal in CA. Why only CA?
(that's where the most lawyers/sue-happy ppl are?
) I believe all the units I saw have a low O2 sensor that will shut the gas off if there is a build-up of carbon monoxide.
Anyhow, keep warm!