Tractor Supply has a 55 gallon drum stove conversion kit... if you can burn wood. Then it's just the stack.
I have a 30,000 BTU propane heater that is "ventless"... but I also have a carbon monoxide detector.
Problem here (and I'm sure elsewhere) is you can't find a propane refill station that has propane so I have to do the tank-exchanges and it's not super economical...