I've never smoked in my house, the lingering smell would be too much for me.

I got a little heater that hooks to the top of a propane tank and it puts off enough heat to keep me warm on the deck or in the garage with the door cracked. A single tank lasted all winter and then some, using it a couple times per week.

I'm in Texas though, not sure how it would stand up to 0 degree temps or anything like that.