I suppose the root of the question might have to do with how much space you're heating, of how long will you need it, and what will you be doing.
I have a permanent shop unit heater on my ceiling, it runs off natural gas in my attached two-car garage, which is used only as a repair shop. I set it at only 50F, and it runs only once and awhile. We have down to -40F here, and keeping the garage like a sauna would be expensive. When working in the garage in winter, I dress for the weather, and have a winter hat and coveralls on. I often have to take the hat off while working, as I get too warm. My parts painting dries at this temperature, and I do no welding, which would need a warmer shop for good results.
Before I had this place, I had a small one-car garage to work in, insulated, but no heat. I would run the electric space heater in there for the hours that I was actually there, and the electric bill wasn't too bad.
Propane seems the way to go, and there are propane heaters out there that provide indirect heat. Some of the other propane burners are catalytic too, be sure to have a CO monitor on the wall if using temporary fuel heating.