If I can't go into my shop wearing a t-shirt, and that includes the middle of winter, I don't go in there.
The secret weapon - a small oil filled radiator with the thermostat set to about 60degs F (15 deg C). It is turned on around this time and isn't turned off again until about the end of April. It stops the machines acting like anti radiators, sucking the heat from your body and surroundings because once up to the ambient temperature, they stay there, and once you have the machines running for half an hour, it gets nice and snug in there. Not one sign of rust anywhere, which is an added bonus.
I also have good insulation, the whole room is sealed with a sheet of plasterboard with 1" thick polystyrene on the back of it, just like how a cool box works, but in the opposite direction. The best bit of money I have ever spent in my shop.
John