you could do it in steps like you mentioned, but until you do the ceiling, any heat you try to put in there will go right up and out. Not sure what you are using for insulation, but here in northern Ohio, I use fiberglass bats for 2 x 4 walls rated at R-13, for the ceiling fiberglass bats 5 1/2" thick rated R-19. For our winters, this works pretty well. It makes the garages easy and quick to heat. I use direct vent natural gas furnaces that are input rated at 62,000 btu's, in my three garages. The biggest area is 28' x 36' with a cathedral ceiling at 15'. In the cold days of winter, the garage will heat up in 15-20 minutes and then the furnace will cycle on and off once in awhile.