I tried using an old propane furnace last winter, had the propane tank delivered etc., then the furnace died. Since I had the tank already, I opted for a cheap wall mounted propane heater, the "ventless" type, which means it doesn't exhaust outside. It also gets it's air from in the garage, so you have to crack a window or door if you have a tight garage. Anyway, I hate it. After I've been in there for a couple hours I have a headache, I smell like propane exhaust, and the heat isn't that great to begin with. It takes a while for it to get to 60, and just seems like it won't go much higher.
The other winter heating problem is that if you turn the heat off, and the ambient temp drops back under freezing, when you heat up the room again you get condensation on all the metal surfaces, not good for cylinders, tools, etc.
The answer would be to leave the heat on all the time, which would mean I'd be heating the garage for several months and only actually using the space for several hours a week.
BTW,Moniters are great, I would've gone that route but I was too cheap.