I was facing a similar situation a few years ago with my garage. I would find myself doing occasional work out there and in northern Indiana in the winter it would just be too cold to tolerate.
I don't have NG at the house at all so I was looking at all options. I ended up going with a Fahrenheat electric heater. I was VERY happy with my choice. The unit I got only cost about $170, and heats my 3 car garage with 12' ceilings nicely to T-shirt temps within about 30-45 minutes of turning it on. Its clean (unlike some dirty kerosene salamander heaters I tried in the past), it doesn't take up a lot of space (especially since I mounted mine in the ceiling), and really the only downside is the cost of operating, which honestly is not really too bad given that I only do occasional work out there. Do I notice a difference in my electric bill? Meh, not really. In a month if I spend a LOT of time out there (maybe a full week out of the month) I maybe see an increase of $30 in my electric bill.
I will add that I recently built a barn and was looking at installing electric heat out there also, but due to the 30'x50' size of it, the heaters I would need would have been much more expensive, and the electricity needed to heat it would have been a significant amount more. I ended up installing a 55 gallon barrel wood burning furnace. It cost me about $40 total for the furnace, and another $200 in ducting, but with having a ton of firewood available it has been essentially free to use and does heat my barn VERY nicely.