If you very well insulated I would recommend some kind of vented heater. A ventless on will put lots of water vapor in the air.
Something like a modine hanging heater is going to be the cheapest/less space option, but no very efficient nor good circulation but that may be fine if its just for when you in the shop.
A radiant heater maybe more efficient/better heating of you due to being radiant but a little more money up front
Using an actual high efficient furnace will be, well, more efficient and better heat distribution(if piped correctly). The upfront cost will be made up for in fuel efficiency if you heat the garage all the time. More difficult install than the other options.