I use a chemical dehumidifier and a small 150W tube heater as frost protection. This combination reduces the worst of the rust caused by humidity in the workshop.

Click image for larger version.  Name: chemical-de-humidifier.jpg  Views: 159  Size: 33.3 KB  ID: 41132

My workshop is quite small and so I don't really have room for an electrical dehumidifier, but I have just been sent an idea/build for a control system that estimates the dewpoint and from this can switch two electrical devices, eg heater and dehumidifier.

Click image for larger version.  Name: dewpoint-monitor-768x576-1.jpg  Views: 153  Size: 19.8 KB  ID: 41133