For a small home under 1000 sq ft, CHA can be overkill. A previous poster mentioned the Toyo oil heaters and there are also gas or LP fired units. Here's a lot of info on self contained heating system for small homes, that draw in outside air for combustion:
Al's Monitor Toyo Rinnai Vented Heaters at Discount.
(http://www.alsheating.com/ - broken link)
If air conditioning is required, you also don't need to go the CHA route, and there is a better solution than window units (which I dislike):
These split systems put the noisy condenser outdoors. There are no air handling ducts that leak air and are more expensive to install in a small home. They are available as a heat pump or as an air conditioning only system.