If you are using any sort of fuel based heater then you will want one that is designed to shut down when the oxygen levels fall too low (such will only be found on some indoor style heaters as inadequate oxygen and CO production are not ordinarily concerns in outdoor usage). This ensures that the heater shuts down before it is likely to produce any meaningful amount of carbon monoxide if the oxygen level in the room falls dangerously low (at which point the risk of incomplete combustion and, thus, carbon monoxide production increase significantly since CO is produced as the result of incomplete combustion).
If you are using a propane or oil based heater then it is preferable to use such only as a booster for initial heating before you get started, then use either electric strip heat or a heat pump to keep things warmed after you get the shop up to temperature. This reduces the total amount of moisture you add to the air by avoiding a long duration fuel burn plus it avoids any open flames while you are doing work in the shop as both large dust clouds as well as flammable vapors are a real risk in a shop environment. Or you can go bigger and install a propane/natural gas or oil furnace (check with insurance before installing oil these days) with an enclosed/isolated combustion chamber isolated from your shop environment, though such requires ducting for fresh air intake and exhaust but it does offer the advantage of full time heating if you do not want electric strip or heat pump as a heat source — but such heaters are much safer alternatives (versus exposed flame) since their flame is never exposed to your shop air/environment, instead they use a heat exchanger to transfer the heat to your shop.
Regardless of what you do, you are going to want to insulate your garage door and install weather stripping around all doors (garage door, entry doors, attic access, windows, etc.) to reduce undesirable air exchanges that are going to cost you a lot of precious heat. You will also want to insulate your ceiling since that area should be accessible to you. If you will be spending a lot of time in your shop over the years then it may even be worth opening the walls to insulate them as it will save money over the long haul if you will be heating or cooling the shop on very many days in a year and will be staying put in that house for some time (you may be able to determine if your walls have insulation by inspecting through an existing switch or receptacle box as they are seldom fitted tightly to the drywall, or you can drill a small inspection hole and then spackle over it afterwards — any insulation will usually get caught up in your drill bit when you pull it out).
Good luck!
