My shop is 32x40, pole style. I installed walls between the poles, a pressure treated board on the bottom and then boards go up and attach to the headers, no board over the top to close the top of the wall off. I marked off where I wanted certain tools. I installed 4" pvc piping for dust collection across the attic and down into the walls from the top. I drywalled the walls, cutting out the electrical boxes and the holes for the dust collection, therefore no dust pipes are visible in my shop, just like a central vac system in a house only larger pipes. I bought tons of bales of blow in insulation from big box store and borrowed their machine for the day. I walked around the shop with ladder and hose blowing all the insulation down into the walls from above. Then drywalled ceiling and installed vent baffles to prevent insulation from getting into the soffits. Then I blew in the ceiling with 12" of blown insulation...by then the walls had settled down about 10", but the ceiling insulation being done second fills in the settling of the walls. I pre-planned a plug at the back of the shop in the ceiling. I also built an attic door with fold out steps and on the ceiling right beside the door is a switch that turns on attic lights. For the ceiling plug at the back, I installed a Modine "Hot Dawg" flush mount ceiling heater. These days, you can get heaters that can mount direct on the ceiling, which is a real bonus! It is a direct vent outside, propane shop heater, running off a 100 gallon pig behind the shop. It is not a fire risk, even though it is an open flame. The heater is built for a work shop. The dust in the air would have to be super thick for it to explode, and to reach the proper wood dust to oxygen ratio is difficult, and when the fan kicks in, it's impossible to explode. Air being burned comes from outside, not inside...that's how efficiency is obtained. I paide $1000 for the heater and that included installation. I run the heater 2-3 days a week on average, and I burn about 85 gallons through the entire winter which is at least 5 months here in the banana belt of Michigan. That's about $170 in cost to heat the shop for the entire winter of me in the shop time. When not in the shop, the heat is off and when it is -20 outside, it is still 30-34 in the shop. At 40 degrees, the heater takes about 2 hours to heat the shop to 67 degrees, which is the temperature I like for working in the shop, unless I am doing a lot of hand sanding, and then I drop it down a few degrees.
Also, I have insulated overhead doors, a 16 footer and 9 footer. The insulation is pretty pathetic though. I bought 1" foam 4x8 sheets from the box store, with aluminum on each side. I cut them and jammed them into the door panels. I simply use 2" masking tape and I tape the seams of the doors, to prevent wind coming through them, even though they have a tongue and groove type fit for opening and closing well the wind can still get through. Finally, I clamp the door tight to the wall at the top and the sides. These little things make a huge difference!