What is the condition of any windows? If they are single-pane you might first want to replace them or add a storm window. Many times basement windows are sub-standard even in new homes. Doors, especially sliders can also be big sources of heat loss.

Are you wanting to heat the space continually or just have auxulary warmth when using the space? I presume you have your own boiler. Having a radiator incorporated into an existing system would be a solution for continual heat. For occasional heat, there are many electric options. Baseboard, portable heaters or an electric fireplace. You would need to make certain that any electric heat was supported with proper wiring because some draw quite a bit of current.

Hope this helps.

You may want to consider panel radiators for the basement. They can be served by your existing steam boiler.

Here is a link that might be useful: panel radiators for basement heating