How to heat

Insurance company may play a role in your heating choices. You can get a Big Maxx heater that runs off propane. It needs to be vented as it burns a combustible gas. Beauty of these is that you can get a NG orifice for it (around $30) and set that NG orifice on the shelf in case NG comes into your area in the future? You can rent a large propane tank from the supplier. My Big Maxx took 2 150 lb propane bottles to feed it properly.
Also a corn/pellet stove?
Wood is a lot of work and probably takes a while to warm up the shop.
Good luck and post up what you decide on.