We have 12ft walls insulated and drywalled with R40 fiberglass insulation. Ceiling is again drywall covered with R60 blown-in rock wool insulation. Heating is with a small boiler unit feeding a grid work of lined tubing. Cement slab poured over the heat tubing for the building, is insulated underground for approximatley 20" to retain heat whith-in the building preventing loss to the frozen ground around the outside of the slab. Thermostat controls inside shop temperature to 63F, which I find is a good working temperature year round. Keeps an even building temperature with no areas warmer than any other. I have had it as high as 72F, but find that somewhat too warm.
Cooling in the summer is with a small fan, but only when the humidity and temperature is high. A heated floor in the winter makes it a very comfortable to lay on when under the car, but also your feet are warm, making it not necessary to wear heavy winter footwear.
The next shop (if ever) will have a separate utility room for the boiler, air compressor, etc. Safety from exposed open flame would be the main benefit.