Here are some options. I am not recommending any websites or brands in particular, just show and tell on the options.

Electric (no venting needed)
UFO
http://www1.inetba.com/heatersunlimited/item600724.ctlg
This works by radiant heat...makes you feel warm, doesn't necessarily heat up the room.

Electric baseboard
Markel
http://www.heatersplus.com/3900.htm
By far the easiest and cheapest way to get heat into the space. I have this in my porch converted to a 4-season room.
Non-obtrusive in the room.

Gas
http://www.heatershop.com/natural_gas_space_heaters.html
If you really want gas, this looks to be very cost-effective.
Not all that attractive.

And then there would be the step up to gas fireplace units.

IF YOU WANTED COOLING TOO, then I would look at a minisplit heatpump with electric supplemental heat. These cost more, but get ac and cooling both.

http://www.google.com/products/catalog?client=safari&rls=en&q=mini+split+heat+pump+with+backup+heat&oe=UTF-8&um=1&ie=UTF-8&cid=16418713862578336639&ei=dcnnTO_UI8WqlAeVxLHbCw&sa=X&oi=product_catalog_result&ct=result&resnum=4&ved=0CDsQ8wIwAw#ps-sellers

One of those would work or, for a different look, how about this: