At the risk of stating the obvious, if you don't want to run gas to your garage, electric or a propane heater are your only options. So I'm not really sure "is it worth it" is the right question.

In any case, I'm in a similar boat: just finished my ~1200sqft garage with no gas, with a home gym out there. I put up floor-to-ceiling curtains in an effort to isolate the gym from the rest of the garage and have less area to heat. I bought one of those $120 infrared heaters off Amazon (this one), and despite a bunch of good reviews, the thing does squat when it's 40deg in the garage. It's okay in a five-foot radius, but that's about it. IMO the way to go is a 240V heater with a fan; I don't have much confidence in anything less than that.