There are many thru-the-wall units available. The hotel-type package units PTAC) are a little larger and have more features than you need. Also cost a little more. But by all means don't rule them out.
I like the GE AJ....series. These are available in both cooling only and heat-cool models.
Most units with heat will be 240 volts. Most smaller units will have strip heaters. Some Friedrich units, and other brands, plus the PTAC units by GE, Amana, Friedrich, etc. are available with heat pump as the primary heat mode. This costs a little more up front, but can reduce operating costs significantly.
We don't know your climate, how your attic is constructed, etc. so get someone local to do a heat loss calc to get the neceassary BTU size.