Wood stove is the best way to go, but if wood is not an option go with gas or propane. Go to a reputable heating and cooling company and price out a good direct vent wall furnace with an output rating of 20,000 BTU to 40,000 BTU and ask about the high efficiency units.
That way there are no noxious fumes, over the long run it will be much cheaper and safer than electric or noxious kerosene space heaters.
That way there are no noxious fumes, over the long run it will be much cheaper and safer than electric or noxious kerosene space heaters.