How do I add living space onto a property

[Allen Smith]

Want to take an exterior laundry room that is not heated or cooled and make living space. What type of heating in acceptable to be able to add to the square footage. Is there some type of wall unit that is acceptable and inexpensive. Has plumbing. Just need flooring and insulate. Anyone have any good idea's or something they have done previously. Just window units and floor furnace inside the house