I have a little ceramic heater that I use unless we are boon docking, in which case we use the furnace. You are likely to hear from a lot of folks advocating unvented propane heaters of one sort or another. Do be aware that those things are not recommended by the manufacturer in small enclosed spaces. They can produce carbon monoxide, use up the air, and are a fire hazard. When you have to use propane for heat, your furnace is your friend, as it is vented and was designed to provide heat with all due safety.
I'm not crazy about the furnace, due to the noise of the fan, but it sure does beat waking up dead one morning.