Ditto on the vented heater comments. I tried a propane torpedo style one in my garage and got a LOT of condensation on everything metal.
Since then I have insulated the walls and ceiling and moved to an electric heater (4800 watt). Quotes I got for running a natural gas vented heater were too high to justify. Doesn't throw out as much heat as the propane one but as long as the wife doesn't open the door on me the shop is comfy to work in after a few hours in the middle of winter.
Did the ceiling with R-40 (or similar numbers) batts because access to the ends wasn't great to put in baffles but I could push in the batts with a stick just fine. My ceiling does have soffit & ridge venting.
Also look at your garage door. First see if you have an insulated one and then think about adding more insulation. If you have a vented heater/electric work on sealing it up as much as you can.