Check out the Rinnai products. Rinnai is the only gas fired direct vent wall heater I would recommend. It is very inexpensive to run. ( probably 1/3 of your electric heat bill) and it makes a surprisingly even heat.
Rinnai also makes a really nice on demand hot water heater.
I have used the Rinnai Continuem on demand hot water heater in radiant heating applications, which is also an option if you have an unfinished ceiling in your basement.
If you don't object to oil heat instead of gas, Toyotomi or MPI (Monitor Products Inc.) will give you the least expensive heating options available anywhere. (as far as your fuel bill goes)