I'd consider the electric option also. Spend the extra to tighten up the walls and seal out the air flow where you can. Take for instance my shop's office. Took the time to insulate it and seal up the door/window well and the computer's power supply can keep it warm in there on the coldest of days, though I still have a space heater running on the lowest setting that kicks on time to time. Now when talking "heated" vs. "comfortable", depends on your tolerance, but could probably get where a couple of space heaters do the job if the heat isn't leaving the room. Second benefit to sealing it up and using electric is adding A/C for the summer when you need it.
To a small child, the perfect granddad is unafraid of big dogs and fierce storms but absolutely terrified of the word “boo.” – Robert Brault