I have no idea which option in cheaper. For me electric was a no brainer as our house doesn't have natural gas and I wasn't about to add it for just a space heater.
I used to run this electric heater from northern tool in my 24*20 attached garage.
http://www.northerntool.com/shop/tools/product_200316428_200316428
It would heat the place up in the dead of winter to the point where I have to take off my jacket.
For me it was a good solution as I have kids...
an unfortunate event to be sure. From the article it appears his car broke down at a shopping mall and he was trying to fix it there. I'm sure he didn't have jack stands in his car at the time.