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Northern Tool carries a nice 45000 BTU propane cieling hung unit for around $500 (Mr. Heater), it requires a certain amount of permanent installation but should work good.
I like the idea of the ceiling hung unit but I think should wait until I have a ceiling and insulation. Right now I've got an uninsulated building open to the rafters with a peak about 15' above the floor. In the spring I may put plywood across the joists to enclose the area a bit and insulate the walls. It sounds like once the space is closed up and insulated the heater needs to be externally vented. In the mean time, I'll probably get a cheap convection heater that runs on propane and set it in the middle of the floor. Home Depot has one for around $100. There's enough air coming through the walls so I won't run out of oxygen and it should be able to take the chill off. Attached is a picture before I closed up for the winter.
i built a 24'x32' pole building(10' ceiling) 1/2 inch rigid foil-faced insulation. primary heat is a home made double barrel stove(two 55 gal.) welded a 30 gal. inside top barrel to have flow through heat exchanger,i installed a metal fan i took off an old natural gas hanging heater on back of top barrel with a variable speed switch,i also lined bottom barrel with 1 inch thick fire brick about 1/3 up sides.i burn white oak, cherry, locost with a little coal it keeps garage above 70 degrees,i also installed two cheap ceiling fans up in peak between trusses set on high with a variable speed switch below.havi is right about the 40 degree thing.i run a 220v,5ft baseboard heater to keep it at 40degrees so nothing freezes when i'm not in garage.
2 bay attached insulated. The agreement is, can use both but one has to be clear for hers at the end of the day! I gutted an old hot air furnace except for the squirrel cage fan. Bought some fin tube , hot water radiation (without the cover) cut it up & and made two layers of it inside the furnace where the firebox & heat exchanger use to be. Put it in the basement on the side that abuts the garage. Tee'd into the house bedroom zone with quarter turn valves. Put two on/off switches. One for the circulator, one for the fan. Built two ducts. One to feed, one to return air. Has worked great for 15 years. Bob