I know you said you were not interested in electrical heat, but I use a combination by using electric to run a radiant oil heater. My shop is well insulated, 30x40x12 feet high and I live in south-central BC Canada. We usually do not get killer cold here in winter but often run temperature well below freezing. The oil heater keeps my shop between 45 (cold day) and 55 (most of the time). I also have a wood stove and when I am going to be out in the shed working on a project, I fire-up the wood stove a half hour or so prior to commencing work. I usually leave the heater set at maximum and have not found the cost to be prohibitive, although I suspect that would vary from area to area. Works for me.