How to heat

I agree with insulating.
My brother in law spent a great deal of time insulating his 3 car garage / woodshop.
More details than i care to mention, but framed where walls met the roof to keep minimum 6” of insulation throughout the whole building. the one door he hardly used was secured so it wouldnt leak air.

2 750 watt oil filled heaters kept it at 60 above on all but the coldest days.

main source in my shop is a pellet stove. Idle at night,cranked up when im in there. 7 days/week. Its pretty well insulated, but means nothing when the 10x10 door is opened. Recovery on minus 40 days is pointless. I will be adding a 10kw electric furnace for makeup when door is opened and when its real cold.

Im out there 7 days a week,i keep it warm.

Limited space,go electric and keep temp to a minimum.
How much do you spend on pellets heating your shop?