I grew up in Duluth, Mn, and did a lot of work in a wood heated shop. Most of my career in Savannah, Ga was using the garage for a shop with no options other than door open/closed. Welding with the heat and humidity in the 90's is tough.
For my retirement shop (about 1000 sq ft), I went the natural gas heater route, very much like keeena, but an 80,000 BTU unit. Trenched the gas line from the house, along with cable TV and internet. And a dehumidifier. All DIY. I currently also have window AC unit in the workshop. Frankly it's great not having to deal with rust. I keep the shop set at 45 when I'm not there, and it will heat up to 60 (my working temp) in less than 15 minutes.
My garage (separate building from the shop) has a mini-split HVAC unit. Eventually I'd like to put one of those in the workshop too.