When I finished an attic space (700sq ft) I extended the duct work from the 1st floor. I had an HVAC guy calculate the load to ensure I would have enough capacity. Fortunately the existing system was over sized and I could do it. I then paid him to fabricate all the duct work needed. I gave up a closet (2/3rds of it)
on the first floor to run supply and returns to the basement. That way I had decent heating and cooling.
If you only want heating, and electric is cheap, a nice, permanently installed electric baseboard would be a good option. 220 would be best with a thermostat in that room. They would be the easiest to install too. Running a 220 line is the same as running a 110 line. Just likely a different wire size (maybe not), and an extra conductor (maybe not), and certainly a different breaker. Pick out your baseboard heater first and then we can walk you through, based upon the specs, as to the wire and breaker.
A quick google search turned up this