Oldballs,
You did not mention what type of fuel source you have, bet he below link is to a unit that a lot of woodworkers use for shops and it gets good reviews. I do not personnally have one yet but when i move north it is in the list of heaters to look at.
Hot Dawg, Unleash More Information
the site explains some of the benifits of the system but what makes it standout in my opinion is:
1. Uses external air for combustion so you don't have to wory about CO2 problems.
2. Whenever you burn Propane a byproduct of the combustion is moisture, i can not find the exact figures right off hand, but the humididty of Propane combustion can cause excelerated rusting of tools, moisture issues if you are painting/finishing, and higher humidity will make the space feel colder.
3. can be operated when you are not in the shop. As one of the other posters mentioned, if you use the shop regularaly you will have to get the concrete slab heated up to a reasonable temp. Other than good insulation, The concrete slab has the most dramatic effect on heating a shop. It is a large mass and acts like a heat sink so until you get it warmed up the shop will always feel cold. If you only heat the space every once in a while your heating system will have to work at maximum to get the slab and everything else warm.
I work in my shop every day so i have found that it is cheaper to keep the shop heated all of the time rather than trying to heat is only while i am in it, I do reduce the temp when i leave but not to the point of loosing all of the slabs thermal energy (68 while in the shop, 58 while vacant)
Dave