Kerosene (and fuel oil) is the most BTU's packed in a gallon. That said many Kero burners have negatives like smoke at startup/shutdown, fuel storage and transfer is more messy etc.
Propane - now is cheaper (depends on your local) burns much cleaner and you can swap out BBQ sized tanks all over with little fuss. Neg's are you may go though more propane requiring tank replacements more often. All tanks swapped out are not as full as getting the tanks filled due to DOT mass shipping rules.
My 1300' shop has central heat (propane from 500 gal tank) but my 800' shop is not insulated or heated. For short sessions or only heating a limited area I run a propane heater. When I want all 800' nice and toasty for several hours out comes the Kerosene unit. Propane is easier and cleaner and is not subject to spills but there is a cost for such convenience. Since pennies is what I'm down to, I have to put forth every effort to save every penny I can so I will use the Kero when ever it will save money.
Ideally you need to have both - my original reason for buying the Kero was as a power outage backup to keep my shop from freezing and bursting the pipes. I been through that headache once already when a thief broke a shop window to get in just before a sub zero storm came in. In the house I have a wall mount propane furnace for use in a power outage when the central heat would go down.
Not far back Propane prices spiked to over $9.~ here. Being able to shift to Kero and electric allowed us to conserve the propane for when we were not home and yet keep the tank reserve up long enough that we did not need to buy propane again until prices had returned to much more sane levels. People running off the small tanks were hurt badly because they just didn't have the capacity to last through the price spike.
Recently the shop furnace glow plug igniter burned out - no one locally had the right type in stock and it took about 18 days to get it here and installed. Meanwhile - I was using 3 1500W electric heaters to keep the shop at 40°-46° F. That was long enough to double my electric bill for the month, and it will carry over into the next months bill too.
When all else fails share blankets, its warmer that way.