Is there any way to insulate a garage?

I have a free standing one car garage that I use as a gym. Every winter it gets mighty cold. I can work out down to 30 degrees, but below that it is just impossible. A space heater does nothing unless you are right in front of it.
It is just a simple wood framed garage, maybe 16 x 36. Would insulating the walls and ceiling work, or would the un-insulated garage door let in too much cold air?
Thanks,
Bluesman
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Bluesman wrote:

Most of the heat loss will exit through the roof or through major blow holes. You could probably see a lot of improvement from:
- insulating the roof/ceiling - sealing the edges of the garage door, probably on the outside - sealing any other cracks in the garage (esp. below the sill)
If you want a really warm garage, you'll want to insulate the door. You could probably do this without replacing the existing door simply by gluing some 2" foam insulation to the back of each panel. It'd add very little weight, and should make a big difference. Then you could insulate the walls and have a nice weather tight space.
Of course, with the garage now being much more air tight, you'll have to be all the more careful to vent gases or exhaust, like output from space heaters. I'd suggest adding a carbon monoxide sensor (e.g. Nighthawk) out there...
Randy
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Follow the advice Randy gave you. I used 2 1/2" of eps foam between the studs of my garage. Made a huge difference. Space heater doesn't cut it though. I have a 30,000 Btu propane heater and that does not do much when it gets to the teens outside. My door is insulated and weatherstripped.
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Insulate and get a propane heater in there.
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