Most portable electric heaters have built in thermostats, I have a couple of the oil filled radiator style that we use in the basement and both have built in thermostats. They do a great job producing even heat and don't have the exposed hot elements. If you plan to use simple plug in type 120 volt heaters you are limited to about 1500 watts.
500 sq ft is a good sized space to heat with these small wattage electric heaters you will almost certainly need more than one. How well any heater is going to function is dependent on how well that space is insulated and sealed up.
If you have open rafters, stud cavities and uninsulated doors you are going to need a lot more heating power to raise the temperature to a comfortable level.