How big is the garage? Is it a typical 20x20 or 24x24, something like that? If you want to go electric, a wall or ceiling mount unit heater with a built in fan would be a good bet as they heat up a space pretty quickly. Here are some examples:
http://www.air-n-water.com/electric-utility-heater.htm
The Dayton unit in the upper left corner of the page is typical, it's a 5,000 watt unit that draws around 21 amps at 240 volts (so you would need to have a 240vac 30 amp circuit to run it.)
Depending on where you live, gas is probably cheaper than electric in the long run, but you'd have to work that out based on your utility costs. Radiant heaters work really nice, but if you go that way get one that's designed for a home garage - many commericial radiant heaters need to be mounted at least twelve feet or more off the floor so they don't overheat the objects in the room. The ones designed for home use can be mounted in a room with lower ceilings.
Make sure it's well insulated and you don't have a lot of air leaks around the garage door, etc. Otherwise you're just wasting money, trying to heat the great outdoors.
Stay away from unvented gas or propane heaters, particularly in an attached garage - the danger of carbon monoxide isn't worth the risk in my opinion, plus they pump a lot of moisture into the air which condenses on everything in the garage. The same goes for kerosene torpedo heaters, plus they stink to high heaven.