Guardian,
I bought a house that had an existing 36x36 wood framed metal skinned pole barn. I ended up building rooms with conventional household walls and ceilings inside the existing walls to make my reloading room and gunsmith shop. They're well insulated and very tight. They walls are sheetrocked and textured so it feels like I'm in the house. The reloading room is heated with an electric oil filled radiator heater. The gunsmith shop is getting a small wall mount gas heater soon since I already have natural gas in the shop.
You just about can't have too much insulation, too much lighting or too many electric outlets.
David