Thanks for all the tips.

Just to clarify: My grow is insulated but the shed is too big to insulate so I just want to heat the grow. Even if I did insulate the shed, air venting would let most heat escape anyway. This is of course the same with the grow but it's so small that keeping it warm shouldn't be a very big expense despite losing some heat to air replacement.
So I need a very small heater that will fit in the grow. Right now I'm leaning towards the oil filled radiator that Stinky suggested. I just wish there was something gas powered since it would be so much cheaper to run.

Question: how often do I need to replace the air during dark hours? Can I just leave the vents open but the fan off? This would retain the heat much better than actively venting. I can of course still keep moving the air inside the grow itself with a small pc fan.