You can get small wall-mounted propane heaters that are meant to be operated ventless indoors, and I think they even have a thermostat.
Check out Aubuchon hardware's website for the model I plan to install in my home. Small, inexpensive, I believe you can run it off a BBQ-size tank, or off your home's gas lines if you are on town gas.


http://heating-and-cooling.hardwares...s-heaters.aspx