I've used all three. The propane heater will be loud (very loud). The benefit is that it can heat everything up NOW. The more inexpensive ones will not maintain a single temperature - it will be up to you to turn it on and off which can be a nuisance.
Kerosene is similar to propane, although it can create a bit more moisture. I've never had moisture problems with either. Same noise. It's easier for me to get propane, and I use the same propane tanks for my gas grill (not the small size!). That's why I lean toward propane.
Electric is pricey, and can't match the output of propane and kerosene without a big outlay of cash.
My 2.5 car 1.5 story garage can be pleasant to work in after about 15 minutes of my 150,000 btu propane heater on full blast. However, the metal tools will still be cold as hell - aim your propane heater AT your tool shelf / box so it warms them up first =).
I've got a Mr. Heater, and I'm very happy with it. However, mine is not a temperature controlled version.