Squatch,
No fun working in a cold shop, did that for years out at the farm in my younger days. Finally got tired of working in insulated coveralls and gloves so one year I build a waste oil stove with a kit from Harold Electric, a local firm.
http://usedoilheatingsystems.com/ I had lots of equipment generating used oil at the time. In a uninsulated 40 x 40 x 14 steel shop I could get it up to 70f in about two hours when it was in the high teens to mid twenties outside. The lower barrel would be a dull red when it was turned all the way up. But, you had to baby sit it all the time, and clean the burner out every other day. If I had to go to town for parts I would turn it off before I left, I did not trust it if I was away. I would go through around 10 gallons of used oil in a 8 hr. day. When I converted the horse barn where I am now, 40 x 45 x16 I put a pellet stove in. I have three walls and half of the ceiling insulated to R19, need to finish that, temp in the twenties it took 8 hrs to get it up to 60f inside. Added a ceiling fan, that gave me another 5 degrees by bringing the heat down off the high ceiling. Last winter I added a second pellet stove and now I can get it to 70 in three hours. I go through at least two to four bags of pellets in a 8 hr. day.
If I had natural gas available I would opt for a pair of hanging natural gas fired heaters. It would be great to have thermostat, set it at 40 to 45 or so, then turn it up when I wanted to work. I think it would be worth the effort for the convenience.
Best of luck on whatever you come up with.
B