Natural gas heaters work well inside or outside but the real winners outside are radiant heaters. Radiant heaters use the same principle that the sun uses to heat, which if you have ever been in the south during the summer you will know works pretty well. It is simply that of light. Radiant heat passes through the air without actually warming the air and when it is absorbed by an 
object it heats the object. This is why as the altitude increases the temperature decreases even though we are getting close to the sun. We are getting farther away from the earth which is absorbing lots of radiant heat and heating up, thus warming the air in close proximity.
This is also the reason that a radiant heaterwork well outside. It does not have to heat the air around you to provide warmth like a natural gas heater would have to do. For this reason radiant heaters are highly energy efficient. A home that runs on radiant heat can have energy bills that are 50% lower than homes running a different kind of heat.
Radiant heaters can also be used inside very effectively. A house or building can be zoned off using different radiant heaters in each location allowing the users to have specific climate control over a number of different locations in the house. This can be perfect for people that only want to heat part of their home or for people that have different temperature sensitivities. Radiant heat allows for the controller to have an immediate impact on the temperature.
Natural gas heaters on the other hand will allow you to warm in the opposite manner. Instead of warming the objects then the air gas does it in the reverse manner by heating the air and in turn heating the objects with the warm air. Because the air is not a good conductor of heat this can take some time. But once you have heated the area it is cozy warm, which in a cold climate is exactly what you need.
Radiant heaters and natural gas heaters both work very effectively. If you are in the market for a new heating system you need to look at the pros and cons of both and figure out what it is that you need before you make a decision.