I have a wall mounted, direct vent, closed combustion, propane gas heater made by Empire that works like a champ. They make them for natural gas as well. It has a blower and a common wall mounted thermostat. The vent goes horizontally out a wall, but they may have a vertical mount vent version. The vent pipe is made with one smaller pipe inside a larger one, so one is used for exhaust and the other used for combustion air. The best part is that it is CLOSED combustion, meaning that the air used to burn the fuel comes from outside, not inside where you may have combustible dust, or worse, volatile organic compounds found in most wood finishes and solvents, which are known carcinogins when burned. These units are easy to install and cost about $800.

Thanks for the response. I just ended up getting a Mr. Heater 45K BTU NG direct vent unit from ebay for just less that $400. I have yet to install it but I think it should be sufficient for my shop size.