I just went through the same thing. I insulated my attic with 18 inches of blown-in insulation, R13 in the walls, and then applied drywall. I have a gas radiant heater that puts out 25,000 BTU's that I purchased from Wnagle and before I did the insulation the heater was installed. I was losing heat like crazy. Once I insulated my shop, it improved greatly but yet again the heat was still escaping and cold air was coming in. So, I purchased the Owens-Corning R8 garage door insulation kit. I installed that and I used the scrap to insulate between each garage door panel and also to insulate all 4 sides of the door. After I did that, I noticed that a lot of air was coming through the outlets. I never understood this since all the walls were insulated but they sell insulation plates that are in the shape of your outlets. I installed those. Any cracks in the floor I filled with the correct caulking. After all that was complete, I can shut the heat off and the shop will stay at 45 degrees all day everyday regardless of the temp outside. I too only turn the heat on when I am in the garage, it works great. One other thing I did was I added a fan. I mounted the fan in a way that it will blow the hot air that stays above the heater around the shop. This actually improved the heating condition in my shop greatly. I would also like to mount a ceiling fan in the middle of my shop, I think it will improve it more. The only down side to my heater is that I have to have a way for fresh air to come in. So, I mounted a 12"x12" vent to one of the walls. When the heat is not on, I shut the insulated door I created that now covers up this vent. When the heat is on, I open it... A couple tips I would like to share, when trying to figure out where all the cracks are and where all the cold air could be coming in, during the day I would shut the lights off and look for light from the outside. I noticed a lot of light around the garage door and that's why I insulated between each panel and around the door. Another tip is, take a lighter and move around with it to all your outlets, cracks, whatever. If you see the flame move that means cold air is coming in. for people who have thermostats like me who can't shut it off and can only leave it at the lowest setting which should be 55 degrees. Open the thermostat to see the guts, take a very small piece of thin cardboard or whatever, fold it in half and then put it in-between the contact point of which creates a closed loop in the wiring which then tells the thermostat to turn on. When the temperature falls below 55 degrees the 2 points of contact will not be made because something is in the way.. I also recommend getting a normal thermometer, this would work well for the people who a thermostat on the heater itself but only use the 1-2-3-4-5 scale.
-Dave