An old style light bulb, the kind that are not efficient and actually put out heat, would work in the gun safe. Or a dehumidifier rod or whatever they are.
Lots of country folks left a light bulb, old style, burning in a well house, spring house, or dog house to just give off a bit of heat to keep things warm enough.
For the room, kind of depends on how big it is in my opinion. If you will be working on one spot then putting the heater near you works. If you want the whole room and everything in the room a nice even temp then I would get something with a fan.
I lived in an apartment over a bakery for a couple years, bakery was shut down and we are talking old building so apartment was expected to get heat from bakery. So I know space heaters. Kerosene or propane put moisture in the air unless you play with vented versions.
Electric heaters vary. The oil filled are nice due to no fan so no moving parts to collect dust and need cleaning. A heater with a fan can collect dust and some have a sort of filter and some do not. You can play on youtube and watch some videos where people take the cheap ones apart at the end of each winter to clean and oil things and put it away til next winter. Other people just buy a new one on clearance each spring and put it in the closet til next winter. Throw old one away when fan gets noisy or something else affects its performance.
I mostly stuck to cheap heaters with a fan and have taken them apart. Part of cleaning them up means air flow stays the same year to year. Oiling the shaft for the fan is needed cause normally it wears out and gets sloppy and noisy. The youtube vids will point out anything else. I never cared much for the fans that wave side to side, with enough airflow you can aim it at a wall and get some airflow bounce around the room. Or go against instructions and use a regular fan to increase air movement in the room but most instructions say not to do that. I bought one nice commercial rated heater from amazon warehouse, they had a ton that must have fallen off a pallet cause box was dented but heater is fine. This thing is much more robust and built to last.
So you get what you pay for.