Larry Clinton At Frankfort, (Central) Indiana
Don't know what you fuel costs in your local are so can't tell what would be the most economical method for you.
I have a 30 X 30 shop, live in a small city so have NG available.
When I built the shop I raised the foundation by adding concrete blocks so have 10' ceiling in the lower, then installed trusses that had an approximately 10' wide X 8' high room the length of the shop.
I super insulated the building, using 8" walls and foam sheet on the ceiling of the upper, with the sides filled with blown in insulation, blocking the space between the upper trusses so I have about a one inch gap between the insulation and the roof decking for air flow from the eaves to the peak of the roof with a full length vent the length of the building.
I installed a high efficiency furnace and central air in the upper room with the ducting under the blown insulation and ceiling registers. The furnace using outside air for combustion and vents out, both though plastic pipe. Don't know if you have the space to do the same.
I have had a lot of experience installing furnaces so all the work was done by me and my son's. The heat / cooling is very efficient so I set the thermostat at about 55 ~ 60 deg in winter and 75 ~ 80 in summer when unoccupied, and a comfortable temperature when in use.
My estimated NG fuel is about $50 month in winter - cooling
runs less than $40 month in summer!