ya not a bright idea, im a lic. plumber, heating guy, for a garadge thats used for screwing off in, it would be ok, but also, your home is say 1,200sq' your heating systems designed for that sq', alot of towns/states require a heat loss and sutch when installing a system on a new home, so the system is probely sized for the house. to run properly, if you add say 600sq' by garadge your furnace is now working nearly 2-3x harder (how btu x space works out), because of btu out put and the added space..ur heating bills would be alot more than they are now. ie, system running alot more than it should.
also like said correctly yould need return air from the added zone, any paint, fumes ect would be now in your house, which isnt good haha.
it would be cheeper to have a plumber run a gas line into the garadge and install a gas fired reznor heater, or modine hot dowg.
because the garadge you want to be warm when you have a project, not all the time...in most cases, the added BTU with the secondary heat source, ie reznor heater, you can turn it on and in a few mins, the garadge is warm.
also stay away from the vent free heaters in garages, they take the air from the room to create heat, witch can mean contaminated air if your painting and such