There is plenty to consider when looking for an outdoor heater but the heating efficiency, running costs, and durability should be up there.
You'll need to consider how big of an outdoor space you want to warm up, and what you have to fight against while you do it. The higher the wattage for electric heaters the more heat they will emit, and it is similar for gas heaters although they are more tempramental (pun intended) depending on your climate zone. Open spaces won't retain heat very well, so if you've got a lot of airflow outdoors you may want to consider something at body height, rather than up above.
While we're thinking about the elements, you'll also want to think about how they may effect the heating unit. Stainless steel is the best option for outdoor use as it has excellent corrosive resistance, but this isn't a given in all outdoor products. Mild steel has been popping up (especially in matte black units), which uses carbon rather than chromium as its alloying element. Mild steel requires further coating to prevent rust, and is an all around softer metal, so it may not last as long in an outdoor environment.
For however long your heater does last you'll need to pay the upkeep on it, be that your electrical bill or the gas top ups. Take into consideration the price of gas (which has gone up as of late in Australia) vs the cost of electricity, and the hourly usage of both fuel sources. We'll break this down in more detail later on, but these days gas may not be as affordable as it once was.