Coleman makes a number of cool accessories to attach to a 20# tank. I have the standpipe with a dual-element lantern on top, a hose for my two burner stove and a long hose running to a catylitic heater to warm the tent up...
Because of the nature of propane, the pressure in a 20# tank and the little bottle are "about" the same (7600 mmHG @ 25.6 C) the size of the bottle doesn't make a difference in pressure of the GAS, just how quickly it can convert liquid to gas. If your heater is designed to connect directly to a bottle, it likely already has a regulator built in and you just need the hose. (notice I said LIKELY!)
Best bet, check with the manufacturer. Most already make adapter hoses to run an external tank like Mr. Heater does.
The filter DOES make a difference! I killed one ceramic heater over six months of off and on use without one!
EDIT: Don't forget that burning anything creates Carbon monoxide and dioxide. Make sure the heater you choose is rated for indoor use and keep everyone sleeping up off the floor! If it's a drafty cabin, you'll actually be safer...
J-