I have the same problem with my garage. My plan is in a couple phases: (1) gable end vents, one with an exhaust fan to draw out the trapped hot air up in the rafters - as hot as it is at ground level, it's seriously 15° hotter up there; (2) insulate/drywall (and in my case, run more electric around the perimeter of the garage); (3) window a/c (I have windows, at least); (4) heater - haven't decided on this one yet, but I've got some time to figure that out.
When questioning the effectiveness of an exhaust fan, consider this: my restaurant has all its walk-in coolers in an outbuilding, which used to be a brick garage. It would stay a constant 95°-100° in there, even before ambient temps had hit the 80s here, thanks to all the compressors and fans and motors and such constantly running. (Great for me, since I got to use it as a walk-in dough proof box, but that's neither here nor there.) The heat the cooling units generated were making the cooling units work harder to keep the coolers cool, a vicious cycle. We installed a standard attic fan in one wall on a thermostatic switch and put a gable vent in the man door, since that was easier than making a new hole in the brick wall. Within a day, that fan had brought the garage down to ambient outside temp. I was impressed.