I am installing a beacon morris bru 45 heater. Looking for some advise on running the flue. Through the wall or the roof. And how to finish off if I go through the wall. Its vinyl siding

On the right side of the page is a complete manual for this unit. It covers all possibilitys of the install process. There is no way I could advise you better than the factory can do.

You need to look over your job to figure which is the best way to run the flue/exhaust. Whe you make your selection then you will have to buy a manufacturers pipe and fittings. The manufacturer will also state the safe clearance to combustibles and all the other info you need. Once again I cannot do any better than the pipe/B vent manufacturer when it comes to instructions on there items. The code also states that the manufactures install instructions surpass all others.

Beacon/Morris Residential, Commercial, Heat, Hot Water, Steam, Gas, Hydronic, Kickspace Heaters, Oil. (http://www.beacon-morris.com/html/garage_heater_bru.asp)