Marc,

I don't know if its feasible for a shop, but if you have gas, you'd be
surprised how much heat a little gas fire place can put out. I
personally like the cold, so I generally don't heat my shop, if I do I
use a small electric cube heater to take the edge off. Of course, I
don't know if either of these options would work when you are painting
or staining something.

Chuck