I'm going to second the idea of an oil filled radiator.
I bought a real cheap one from Argos and connected it to one of those timer switches so that it comes on a few times during the day and night. So far it's on its lowest thermostat and power setting, but still seems to keep the shop (well it's more a shed!) from getting cold. I wouldn't call it 'toasty' when I go in there, but it's certainly not uncomfortable and I hope the warmth will protect my tools/glues/finishes etc from the worst of the cold and any possible dampness. Of course there is a (smallish) cost with heating a building that isn't being occupied, but then the tools and other bits that are in there weren't exactly cheap in the first place, so I reckon it makes sense to protect them.
Little fan heaters I think are fine if you're in the shop when they're on, but I don't think I'd leave one on unattended.