You might have more luck if you go to the HVAC forum.

http://ths.gardenweb.com/forums/hvac/

If you haven't gotten any responses from the hvac threads, maybe I can give an opinion.
You have quite a few ways you could go, it depends on how much wall space you have, how worried you are about the looks and whether you want to spend the money now on the unit, or later on the energy.
The cheapest way to go is with baseboard heat, you said in your post that winter heat was the big issue. Baseboard heat is quick and easy, you can find some decent units at big box stores and be done almost instantly. The problem is it isn't very attractive and you have to leave the space in front of it open. It is also not the most effecient method and won't be the best at heating overall, but is a good stop gap measure.
If you have a window you could go with a window unit that offers heat and ac. These are more expensive than the baseboard, but much more effective. The bad part is that they are pretty noisy and block the bottom of a window, so the view is gone.
The next option is a PTAC unit like you see in motels. The cost is similar to a window unit, but has a few extra costs (wall sleeve, etc) to mount it through a wall. They work very well but are not the cheapest to run. Most do have a thermostat. But you do have the unsightly portion in the room and also outside on the house. I have 2 of these in my kennel and they do work very well but are somewhat noisy. They are great for my work area, though. They do not have to be mounted down near the floor, mine are mounted about 30 inches off the floor.
The last option I can think of is a mini-split unit. This is one where the workhorse portion (the compressor) is outside and a smaller air distributor is inside. These are pretty expensive on the front end but from what I understand are more cost efficient and heat and cool very well. The portion in the room is up high and out of the way.
Do a search online for PTAC units, Window PTAC units and ductless mini-splits and you will get an idea of prices in your area.
FWIW, I'm planning on putting a ductless mini-split in my garage when I get the funds.
Annette