Steve,
You ask about other ideas. One idea is to burry plastic pipe and just circulate air though the pipes. I think ground temperature is close to 65 degrees 5 or 6 foot down, with only small variations year round. You might want to check this in your area - or even drill a hole and measure with a thermometer. I am doing this from memory, without my data, so I could be off slightly.
Just circulating air should warm the air enough to get some heat out for your shop. The amount of heat you get depends on how much plastic pipe you bury, air flow, pipe spacing, etc.
There is some website that is advocating this heating method for heating houses, etc. That site has more details on it. It is worth checking out just for the information.
I have not yet tried it, but hope to try it after I get my shop built. Being in outside of Houston, I may use it more for cooling than heating, but it should work for both.