On the topic of the space heater - what's your budget? The $20 cheapies are indeed generally very noisy. I'd recommend upgrading to something fanless.
I like radiant heaters for this - they'll warm a person directly if they're in line with the heater as well as warming up the air. It's quite amazing to be in a hanger with big gas versions and be running around with your top off, perfectly comfortable, until you go under a wing or something and you realize that the hanger is still only a touch above freezing...
Unendorsed example of what I sort of have, nice because it can be wall-mounted. Mine is a different make. There are
cheaper options.
For the pellet stove - I'd consider the characteristics of the fan noise. Is it the fan making the noise, or the air moving around vents?
Some questions:
Is this fan attached to the stove, or is it a separate affair?
Is there duct-work involved?
What size is it?
How fast does it spin(RPMs)?
Is there a controller where you can turn the speed down?
Does it need oiling? Yes, I have a fan in my heating system at home that needs regular oiling. The silicon stuff I started feeding it works really, really good.
Depending you may be moving more air than you need to, so slower would work better. If you still need the volume, a larger slower fan carefully selected to be quiet might work better. As a bonus, larger fans tend to be lower pitch and therefore less annoying still.