I'd say spend the money on at least some simple form of dust collection first, your lungs will thank you as well. The heat will also be wasted with the door open. Once that is resolved, it will depend on how much space you want to be taken up by a heating unit. If you've got your own wood to burn on that acreage, it would probably be the cheapest. Electric and propane go back and forth over the years as to how much they cost, but would be less mess. I'm new to pellet stoves, which we have in the new house. The previous owners heated the house exclusively via pellets last winter. They went through about 3.5 tons, about $700 worth of pellets, which are also tax free here. I'll be putting a pellet stove in my shop at some point as well.
To a small child, the perfect granddad is unafraid of big dogs and fierce storms but absolutely terrified of the word “boo.” – Robert Brault