I have a much different set of priorities than most of you. I live a bit North of Los Angeles. It rarely gets too cold for me when I am detailing my car. So, I don't have to worry about keeping a sub-freezing garage comfortable for me to work (btw, what do those extreme temps do to your collection of detailing supplies, which tend to live in the garage?).
However, I live in a three-level townhouse, with the bottom floor partially underground. The bottom floor does get fairly cold (and a bit damp) and it is the only floor that is not heated.
I investigated a few options. The propane thing is not practical, because it is a close in space. So, I looked at a few electric heater types of options.
I looked at a oil-filled Honeywell radiator, which could be had for only $35 - $40 at Target or Wal-Mart. Main problem for me with those was safety. The outside of it gets pretty hot, and I was worried mostly about my pet. In a garage, working on my car, I'd worry about accidental rubbing up against it.
Incidentally, that very issue might make the roof mounted heater more desirable. There is less risk that somebody will burn themselves on it because it is out of the way.
The Costco heater seems like overkill (much too fancy for my needs). This is a high tech unit that was originally sold at the Sharper Image for $150. It now goes for $100 at various places on the web. It was a good deal at $65 at Costco. The main appeal is that it has a outer grate that reduces burn risk. Even when it is running full tilt, the heat coil is not accessible and the unit can be safely touched or moved. It easily heats up my downstairs office but, again, it doesn't get to cold here (my office sometimes goes down to about 45 degrees).
Another option would be to get some that is more focused:
http://www.costco.com/Browse/Product.aspx?Prodid=10035033&whse=&topnav=&cat=4262&hierPath=89*4262*
The idea would be that it is hard to heat your entire garage, but you can keep yourself warm while you detail your vehicle.