I'm very near to you...so my experience may relate.
I prefer gas or propane heat when possible.
I installed a 105K BTU furnace in my shop in September 2014. It is fueled with propane. My shop is 1100 sq ft with 12 foot ceilings (13,200 cu ft). I installed R19 in the walls and R30 in the ceiling. The shop has two 16 foot wide overhead doors; both are steel, insulated and 8 1/2 feet tall. The doors have normal garage-style weather stripping.
When not in use, I kept the heat at 45 degrees. But there were stretches of a week or more where I set the heat at 60 or 65 degrees continually, usually because I was in the finishing phase or wanted the work pieces to be warmer.
My propane use for the season was less than 300 gallons.
The furnace has a dedicated 20 amp 120V circuit. 20 amp because that's what I decided to run for the 120V circuits all over the shop. It was about $1200 installed, including the plumbing for the gas and a thermostat.
I was always going to heat this space with propane; natural gas is not available and I didn't want to run more electrical capacity to the shop building.
I never thought OPPD electrical bills were high when I lived in Nebraska, but I really have no idea what a similar amount of heating capacity would cost in terms of energy use.
There are calculators that will help you size the heating unit, and you can figure out what their energy usage is from the spec sheet of the particular unit you are looking at. This is the one I used:
BTU CalculatorGood luck