Gas wall heaters may work either through convection or radiant heat. Gas wall heaters are available in two varieties: vented and un-vented. They may use natural gas or propane.
Convection gas wall furnaces use a flame to heat the surrounding air and a fan to circulate that heated air around the room. Because this type of furnace uses a fan to move heated air around, some people consider them drafty.
Radiant heat type gas wall furnaces use a flame to heat a ceramic element which then radiates heat to objects and people in the room. The only air flow this type of furnace generates is natural and creates no drafts.
Vented wall furnaces have pipes that lead to the exterior of the house. These pipes allow the wall furnace to draw in air for combustion and then exhausts byproducts, including dangerous carbon monoxide, to the outside. This type of wall furnace must be installed by a professional.
Un-vented furnaces use the room's air for combustion and vent those byproducts back into the room. As a result, un-vented wall furnaces are highly heat efficient because they don't lose heat to the outside like vented ones. However, there is a danger of carbon monoxide displacing the room's oxygen, so un-vented furnaces come with oxygen depletion detectors to automatically shut the furnace off.
Some gas wall furnaces are permanent, and some are portable, and most homeowners with do-it-yourself experience can install the portable type.