There are three basic types of solar panels that can provide heat....
1) Photovoltaic - produce electricity - which could power an electric heater. In this application, probably not the best choice. Would need a lot and they are expensive.
2) Air warmer (not sure of the name) - has a dark surface and the sun heats the air in the sandwich between the glass and the dark surface. A fan pushes the air into the space to be heated. This would probably be the cheapest to construct and has the least complexity. Probably not extremely efficient, as the air wouldn't hold a lot of the solar energy. Would not do anything for you when the sun wasn't shining.
Another derivation is a trombe wall (see:
http://en.wikipedia.org/wiki/Trombe_wall), which uses the thermal mass of a stone or concrete wall to collect the radient heat during the day and to in turn radiate the heat from the mass when the sun isn't shining. Would be simple and possibly very useful, if you have the ability to orient the building to use this method.
3) Hot water - Probably what you are thinking of. Sun heats water in panel. You could use hot water to heat concrete floor in tubes, (or from some other sort of hot water baseboard or radiator). Concrete mass would store some of the energy and provide a buffer for times the sun isn't directly shining on panels. Hot water could also be used with a heat exchanger and a fan to create hot air, or to raise the intake temperature for a conventional forced air furnace. Would probably want additional hot water storage capacity to provide a buffer for when the sun wasn't shining. Has more cost and complexity than option #2, with pipes, pumps and storage. Would want to mix glycol with the water to prevent water from freezing.
I don't have enough knowledge to discuss costs, but there are quite a few great books available at libraries or Internet sites that can help with the planning and determining what would work best in your situation. There are also solar energy tax credits available from the federal government in 2006 and 2007. Because of this, there will be quite a few contractors that will pop out of the woodwork claiming to "do solar". I'd do good research before contacting one, so I knew when I was being fed a line of BS.