I once boarded in an unheated barn that had those lamps in the grooming stalls. Honestly? I did not like them. Careless boarders left them on all the time I and would show up to find an empty barn with two big ol' fire risks glowing away unattended. I also felt that it would have been an unmitigated disaster if any horse ever lost it in the grooming stall and went up because the lamps had to be quite low to provide a benefit...and then I found them almost too hot in one concentrated area. It actually made me feel colder elsewhere.
If I were building a place, I would put in the radiant floor heating. I've heard it isn't that expensive, and the barns I have boarded in that have it have always been comfy. A very well insulated barn also goes a long way, even if unheated. All unheated barns are not created equal!