Your weather is probably similar to middle TN. I agree with the insulation and plywood. I went to a salvage supplier and bought enough 5/16 (I think) plywood to cover the walls and celling. It was cheaper than drywall and durable. My building is 24x24 and is always 10-20 degrees warmer than outside. I can easily warm it up to working temperature with a Pro Fusion celling heater from Northern Tool. FYI They are on sale right now. I was concerned about an open flame and went with electric. Unless you're out there every other day, electric isn't that expensive. Aren't you in TVA territory? Part of your challenge is the high roof line. My 2 cents. Good luck Craig.