Re: got yhe insulation done now to sheet rock
Don't see where you're located in your post. Now would be good time to Update GJ Profile with Location.
If you're in warmer climate, then you might get away with 30K Btu hanging heater (Reznor, Garage Guy/Sterling, Big Maxx/Mr Heater, Hot Dawg/Modine, etc). The above heaters available in both Natural Gas or Propane/LPG. Long-term cost of natural gas will likely be less. These have horizontal or vertical vent flues.
I would still recomend above solution instead of ventless wall propane, as you'll get lots of moisture in shop with wall mount ventless propane (ie rusty tools / rusty race car).
Also, before you close everything up with sheetrock, make sure you've wired in all your low voltage like phone/internet/CATV/security, etc. The OCD in me also likes to run garage door opener trip sensor wires behind sheetrock as well.
