Whatever you choose just make sure the combustion does not heat the air directly, like those space heaters, if it does there will be massive condensation. Also, if the space is heated intermittently, ie, only heated while you work, condensation will form on cold surfaces as the space is heated from cold. Ideally the space should be kept at a constant temperature.
Nothing in the workshop, after 10mins doing stuff I'm warmed up and peeling off layers anyway. Got some excellent thermal tops and leggings that help a lot.
Electric wall-mount heaters in the paint garage bought s/h, do a lovely job.