Rinnai Gas Heaters
I've just had a gas line run upstairs (gas was already connected to house) and that cost me $480. I think the best pricing is on eBay and $350 would get you an old fashioned looking one or a very small unit.
They seem to be over the $1,000. mark, even for some second hand ones, maybe cheaper in the "off season".
For a large room - recommend the Rinnai Challenger Plus 25 model.
Hope this helps.