I wired mine directly, 10/2 wire back to a 30AMP breaker in the box. My panel is right next to the door, so it's easy to turn it on and off as needed.
My panel is a Square D. The breakers should last a long time with a relatively low duty cycle like this, only flipping them once a day at most for 6 months out of the year. I considered doing a 220V switch, but it's a little more of a pain, and my electrician friend said that it's not a big deal to do it this way.
As far as cost, it's so freakin' efficient, it seems cheap to run. I don't have real numbers, but considering what it costs to run my AC on a 100 degree day (not too much), I'm not worried. I run my dayton on low, and actually have to turn it off after a little while, it gets too hot when I'm working out in the shop. 1200sq feet, 10' and 12' ceilings.