I looked into different gas, oil and electric units and ended up installing a small household gas heat electric a/c unit in the attic and routed through flexible ducts. (This can be done without an attic as well.) It wasn't cheap but much less expensive than I imagined. It was well worth it since I now can heat AND cool it so my payback comes year-round.
I have a detached garage. Before I did the a/c heat unit I insulated the walls, ceiling and garage doors and installed glass block on the windows (security reasons, too) and it made a HUGE, HUGE difference. Do this if you can. :up