Tips for a sports shed or garage?

... However, it might be more cost-effective to heat with a mobile device during the 3 days/week in the winter season, instead of having a heating system installed.

I also find this option better in terms of costs. Besides, the perception of cold and warmth is not the same every day or at every time. It might be that you don’t need heating that often, especially since the last winters have been rather mild. Another idea: There are electricity-generating exercise bikes, maybe also other electricity-generating sports equipment. Perhaps something like that could be used as a heat source.