Since my rafters are exposed, I ran the 10 gage wire through them out to the heater location in my shop to a j-box at ceiling level. The drop to the heater is rubber 10 gage. (For those wondering, these units do not come with a cord/plug and are direct wire heaters) In the OP's case, I'd use the armored cable as someone suggested or run conduit with proper conductors if it needed to be surface mounted, even at ceiling level. While there is often some leeway in garage type situations, since it's entirely possible to whack the cable with a board, I'd rather be safe about it.
One thing I recently did was replace the OEM thermostat and control with an external "real" thermostat and heater control. This was easy to do and is proving to be a lot more consistent. I had to replace it anyway because it "fried"...which is not an uncommon problem with the unit.