A portable electric heater with a fan built into it is the least expensive solution for your situation. You can find them at most home improvement centers.
If you want to have both heat and air cond, There are portable units that do both. $300 to $500 range for heat and AC. You can find them on ebay also. Installing a ceiling fan in the room will also help to move the heat around the room. Ceiling fans are inexpensive and easy to install.