Hope it works out for you... but it is a law of "something" - like physics - that it simply takes "X" amount of BTU's to heat "X" space to "X" temp and hold it there... and electric heaters are generally rated in WATTS -- and Electricity is all about voltage and amperage which can only create so many watts - regardless of the style of "heater". Most of the 115V electrics are only about 1500 watts... and that's just not very much "heat".
The reason I said to leave the lights on 24/7 - is in order to get the surrounding equipment - tool boxes - cars etc warmed up - then they act like heat sinks. If all that stuff is cold - then it will take a huge amount of heat/wattage etc to get them to not be like ice in a drink.
If you're all electric - it will cost you "X" amount to heat your shop - regardless of whether it's one heater - or a heater and lights - or your heater and your welder running... WHAT runs up the bill - is heating it to a certain temperature and not being able to keep that heat "in".
I have a couple of "infrared" heaters outside under the covered patio... infrared works by heating OBJECTS rather than blowing warm air etc... They work well on people because we're objects and therefore "FEEL" the heat they put out. The ones I have are 10 amp 120V - but then are rated at 1200 watts (amps times voltage ='s wattage). This would work really well in a shop situation because the infrared heat could then be directed at larger metal objects which would then try to hold the heat... but even that won't "work" if you have too much heat loss in the building. It might, however, keep your pipes from freezing if you aimed the light/heater at them?
The fluorescent lights I use in the shed are High Output T12 versions rated at 110W per bulb - and use two bulbs per fixture. So each fixture is 220 watts - but I'm running 16 of these in the shed... so have 3520 WATTS OF HEAT running 24/7 in the winter. I also leave a big stereo amp running - and that's a little more heat even if it's a 100W's... every little bit helps.
My walls are 6" thick - and have high density R19 bats - and then I covered that with 5/8" plywood... so more "r" value... and the whole thing never has gotten cold - so the tool boxes and all that are nice and toasty (mid 60's at least)... and the doors are insulated as well.