Look, if you want cheap up front, go with the torpedo heater. It will heat the shop up fairly quickly on those evenings you want to work in there. Downside is that the diesel or kerosene is expensive as a fuel source, it gives off a bit of an oder and they are loud. Ignore what the people are saying about them plugging up or melting down running on diesel. If they are rated for that, you are fine as long as you use clean fuel.
It is possible you could convert a propane one to natural gas, but you will need a kit specifically for the unit. The kit will have the correctly sized orifice and the proper spring for the gas valve. You will also need a gas pressure gauge rated in inches of water column to adjust for the proper pressure. This is not a situation where you can just wing it and hope for the best. Natural gas operates at about 1/3 the pressure propane does and both pressures are a fraction of a psi, so you need to do it right.
But the best option, in my professional opinion (I've been a HVAC guy for 40 + years so as they say, I know a thing or two because I've seen a thing or two) is the radiant tube heater or a hanging convection heater like a Modine Hot Dawg. Both come ready to go on natural gas and are not condensing furnaces so you don't have to worry about a condensate drain freezing up or emptying a pail of water if the shop doesn't have any plumbing. Of the two, I would prefer the radiant tube because that heats the floor, the bench, your tools and what you are working on directly instead of heating the air which then heats those things as the convection heater does. I would make certain that the tube heater has a low voltage control system as some are designed for line voltage control. This important because of what I'm going to suggest next, that you incorporate a programmable thermostat that allows you to bring the heat on for an hour or two before you want to work in there, which will have things nice and warm by when you do.
Whatever you decide, I would also recommend keeping the shop heated to at least 40 degrees, it's better for the structure and everything you keep in there.
It is possible you could convert a propane one to natural gas, but you will need a kit specifically for the unit. The kit will have the correctly sized orifice and the proper spring for the gas valve. You will also need a gas pressure gauge rated in inches of water column to adjust for the proper pressure. This is not a situation where you can just wing it and hope for the best. Natural gas operates at about 1/3 the pressure propane does and both pressures are a fraction of a psi, so you need to do it right.
But the best option, in my professional opinion (I've been a HVAC guy for 40 + years so as they say, I know a thing or two because I've seen a thing or two) is the radiant tube heater or a hanging convection heater like a Modine Hot Dawg. Both come ready to go on natural gas and are not condensing furnaces so you don't have to worry about a condensate drain freezing up or emptying a pail of water if the shop doesn't have any plumbing. Of the two, I would prefer the radiant tube because that heats the floor, the bench, your tools and what you are working on directly instead of heating the air which then heats those things as the convection heater does. I would make certain that the tube heater has a low voltage control system as some are designed for line voltage control. This important because of what I'm going to suggest next, that you incorporate a programmable thermostat that allows you to bring the heat on for an hour or two before you want to work in there, which will have things nice and warm by when you do.
Whatever you decide, I would also recommend keeping the shop heated to at least 40 degrees, it's better for the structure and everything you keep in there.