We got an old oil furnace for $100 including a tank. For the convienince of flipping on a switch and having heat, it works great. Our shop is 30x48 10' ceilings. minimal insulation, but the walls and ceiling are either particle board or drywall. I've had it in the 80's when outside was in the teens (painting)
Most of the time we just turn it on for a half our or so, that will knock the chill off for most of an evenings worth of work. The oil used isn't much. I'd think it would take quite a few 20# bottles of propane to get the same effect.