I've just installed a diesel fuelled heater in my workshop and it's absolutely marvellous. The combustion is totally sealed from the working space so there's no smell, no fumes and no moisture.
It's a variable output between about 1.5kW to 5kW has a thermostat and manual controls. They were originally designed for caravans, boats, lorry cabs and have decades of development behind them.
It costs about 9p/kWh to run on red diesel, burns really clean and can get my workshop up to temp within 20mins. I then typically turn it off as it keeps warm with activity, the lights, sun and insulation.
The whole kit was £90 plus about £15 for the 12V power supply and £10 for the ducting vent.
There is a lively community of owners and brilliant set of Youtube videos by
https://www.youtube.com/user/johnmck1147 explaining how they work and things to look out for.