Darren here is a pic of my heater. The shop is 22x 17 and 9 foot walls with even higher cathedral ceiling. The heater is a radiant heat type running on natural gas supplied from the house, with a thermostat i leave at its absolute lowest which is about 44 degrees. Then when i go in there i just flip the setting up and in no time the place is toasty but not stuffy.
I hardly notice the natural gas increase but it depends on how much i am in there. I never let it get higher than around 60 in winter. I find it a nice temp to work at.
The place is very well insulated. R22 insulation all round with double layer 5/8 drywall as well. The floor is also insulated with 1.5 inch solid pink foam and 3/4 inch plywood on top of vapor barrier.
Windows are all double glaze with gas fill.
Heater cost is around $900 Canadian which is just about 1:1 to the greenback today.
Here is where it is able to be purchased and there is an article on it as well as a video on their site.
http://www.easyradiantworks.com/ezdoz.htm
The big thing about this unit is that it is sealed. So no fumes in the shop and its insurance approved as well as safe when it comes to flammable materials and solvents. No naked flame. Which is not the case with all heaters that burn gas.
BTW i also have a battery backed up smoke alarm in my shop wired to my home smoke alarm circuits. One can never be too safe.
Were i you i would do a short and then long term solution. Short term have local heating so you can work when you want to and need to. Long term insulate the whole shop and setup a more efficient heat source. The energy bill costs over time will pay for the insulation as we all know if we do the math. But given immediate budget constraints and priorities well i would go for a
LV radiant like this.