I also sew in the basement -- be weary of the little box heaters...they're expensive to run!! A couple years ago over Christmas break, I spent almost 2 weeks solid(about 80 hrs) in the basement sewing and it doubled my electric bill - or about $50 for those 2 weeks of heat!!
I am getting ready to buy a couple of those oil heaters. They have a thermostat on them. I do hear you have to turn them on before you go down there to warm up the space - but have read great reviews. The Honeywell at Home Depot has a 3 yr warranty on it.