Just to let you guys know, here in the southeast and probably in other areas as well, vent-free heaters are 50% off at Home Depot right now.

are the wall studs exposed? If they are just get a few bundles of R-13 wall insulation and a staple gun and fill the gaps, then use plywood to cover the walls(I like wood better so you dont need a stud to screw everything In) If you have a atiic space above the garage like mine check to see if they insulate up there, I had to get a bunch of R-38 for the attic space. The home depot heaters work good for the price, radiant heat cost to damn much IMO if you dont have the money laying around (we Install Wirsbo type heated floors at my HVAC company) The next step up from the ventless would be a unit heater but not sure if you want to spend that much? Roughly around 800-1000 US for install depending if its easy or not.

The Home Depot vent-free heaters are partially infra-red, but as you can see in the pic. 3 posts above, I added a fan hung from the ceiling to help circulate the warm air.