So I then ordered a gas heater. But, I couldn't just hook it up and run it (although I did have a temporary setup while I was working on the bowsprit last winter). My shop is open to the roof, so, although the heater could heat it, the heat went up to the roof, and then out the vents. That takes a lot of propane to keep it warm...
So. A ceiling had to be installed. And since, once the ceiling was installed, wiring would be a lot harder, I rewired the whole shop ceiling, as well as stringing a new circuit for the heater. There was gas plumbing too. And the addition of a pull-down ladder.
Next, since this is the only time to easily do this, I put up insulation. It was a pain, because the 24" wide stuff won't stay in place by itself - it is too heavy. So getting it up is tricky. I sprung for a tyvek suit, which kept me from itching all over from the job. I recommend this to anyone who has to handle fiberglass insulation... it really works (I also recommend you don't allow anyone to take pictures of you wearing the suit).
Then, since I already have more experience hanging sheetrock than I want, I hired a crew to sheetrock the ceiling. The pros got it up in less than 4 hours, for about $200 more than my cost for buying the materials from Home Depot. Way, way worth it.
Finally, finally, install the heater. I got it all hooked up and running this last weekend. It was wonderful to go out there and turn up the thermostat, and in just a few minutes time, it was warm! WARM!