This option would also give you cooling in the summer. Something to think about.A mini split would be my first choice, Mitsubishi makes a cold version that will do better when it below freezing,
I don't remember the exact temp.
If you decide to go with electric coil heat keep in mind the existing electrical will most likely need upgraded.
How many days below freezing? The new mini's work, but don't know if they work in sub freezing temps. What about a wall furnace ?Propane or gas
This is an excellent option for a single room. Oil filled and retains heat after thermostat shuts it off.I use one of the oil-filled space heaters like others have mentioned to heat my office. Does well for a single room. Depending on your current electrical setup, I would think that would be the best combo of cheap, easy, and safe.
Edit: What I have ->
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