Soundchasm
Minister of Fire
Have you considered laying down some insulation under flooring in the cold room? It can make a huge difference. My small shop is on slab and I couldn't heat it very well with an electric heater. The heater would run continuously and it still always felt cold even after hours of running. I put down some foam interlocking flooring in there and the difference is amazing. Now I can easily warm up the place in an hour now. There are more elegant solutions for a nice finished room, but they make this stuff in colors instead of the industrial grey that I used in the shop if you want an inexpensive solution.
The wife would like to use the room more, and we're kicking around ideas. It's a tile floor. She mentioned a rug, but the room is the main traffic route for the dogs going in and out, and from time to time they're not in exactly pristine condition! ;-)