I have two heaters -- one similar to what you posted (from Costco) and a Mr Heater Double Propane Heater (
http://www.amazon.com/gp/product/ima...=kitchen&img=0). Usuallly I just use one, but if it is particularly windy or cold I use them both.
A good umbrella or awning or other overhead protection is also a good idea
Lights for reading, power for a TV, laptop, etc., may also be a good idea