Daniel,
I would recommend around an 8,000 BTU window unit. If you want to run it on a thermostat go with either a Johnson Control or Ranco, you can't run a window unit with a proportional Tstat, the compressor can't handle the constant voltage drop. For the heat go with an oil filled radiator, you can buy them at Walmart, Lowes, or Home Depot. Don't buy the Honeywell with LCD display, look for the ones with the dial on it. You can set the heater on an on/off tstat or proprotional. Also I would put a ceiling fan in if you don't already to ensure good heat exchange. Hope this helps you out, if you have any questions just ask.
Thanks,
Wil Combs