My first shop had a type of waste oil heater in it. It was home built job that was there when I got there. We just added to it. It was a regular wood burnin stove that had a5 gallon bucket on a shelf with copper tube to drip oil onto the fire. Not very efficient and it was prone to plugging up you had to filter the oil before filling the bucket. After 3 or 4 years we modded it up to run around the clock. We had several 55 gallon barrels of oil. we mounted a SBC oil pump onto a barrel lid with a long pick up tube. We found a really slow speed gear drive to run the oil pump, like 2rpms. this went thru a spin on oil filter and into the stove. it would run a long time but still not very efficient. later we took some brake line tubing and made several coils to fit up in top of the stove. That was a game changer, getting the oil hot before feeding it to the fire worked. BTU output went way up and smoking went way down. But you still needed to have a wood fire to make it work the best.
My current shop has propane heat. Not cheap but not as much work either.