Mark,
I installed one of the ventless wall heaters in my workshop at a previous home, about 5 years ago. It worked great as far as heating the area. But------, it stinks.
This heater was natural gas, about 60,000 btu, no elect. fan,
just radiant. It did have a sort of temp control on it, but not a true thermostat.
I had to leave one of the windows open about 4" to provide enough fresh air for combustion. During combustion these heaters create a lot of water vapor. This shows up in the room as condensation on the walls and windows, the colder it is outside, the worse the condensation.
Also as I mentioned above, even thou they are 99% efficient, they still stink. The room smells musty and after working for a couple of hours in there, I ended up with a headache.
You are a lot better off to go with a vented unit. Either direct vent, intake and exhaust, or just conventional vent, where the exhaust is vented. Much cleaner, no condensation, or odor.
Keep in mind that if you ever have any sovents, oil-based paint, varnish, or gasoline, (anything which will give off flamable fumes), you want the heater mounted at least 4 or more feet above the floor.
Be careful with sawdust also, in the correct concentration of fine sawdust to air, it becomes explosive, just like grain dust.
I currently use a Reznor Unit heater, mounted to the ceiling in one corner of my garage. It cost about $300.00 when I bought it, has electronic ignition, and will raise the temp in my 25' X 28' insulated finished garage, 20 degrees in about 20 minutes. A little noisy when the fan is running but works great and hasn't been too expensive to run. I keep the garage at 45 degrees all winter and only turn it up when I need to be in there working.
Just my experiance with the new ventless wonder heaters, wont buy another one.
DT