In general, it is NOT a good idea to tie the homes HVAC system into a garage (as mentioned before - fumes, CO, CO2, chemicals, and explosive vapors). However, with proper precautions, it can be done. Two of the most important things regarding safety are 1) Absolutely no air return connected to the house and 2) an active fire damper installed in the supply trunk leading to the garage/shop.
Beyond that, there are plenty of other rules of thumb to follow to increase safety and efficiency - air supplies up high to avoid heavier than air vapors from making there way into the supply ducts and potentially into the house, insulated walls, ceilings and doors, etc.