I've got one of those umbrella shaped gas patio heaters. It's good because you can move it to where you are working and it heats up the area around it quickly. On the downside they go through a lot of gas and once you turn it of it get's cold again pretty quick.
I plan to put in a wood heater once I get an area set up for it. I've had my eye on one of these
Wood Heater Part of the reason is aesthetics. I've lined a lot of my shed in a rustic style and reckon something like this would look good. A proper slow combustion heater is a far more efficient design than those pot belly, brake drum or LPG tank heaters. They go through a lot of wood for the heat they put out.
With a wood heater in the shed I don't think the goal is to heat the whole place up to 20 degrees. The area is just too big. Just taking it from the current 6 degrees up to 15 would take the chill off the air and make it much nicer to work in.
Lining the shed has also improved the benefit of any heater.
Cheers