Interior of my pole barn........
Spray foam first.......seals ALL the outside air infiltration out. You won't regret doing it, only regret will be later on if you DON'T do the foam.
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Then, you add R19 fiberglass batt insulation...... total wall R value of R-27.
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Finish interior walls with WHITE steel panels........interior will be brighter, easily cleaned/washed down if necessary and the steel panels are much more durable than drywall or OSB, plus it looks a hellava lot better.
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Electrical should be surface mounted conduit IMO, easily changed at a later date if you need to add or reconfigure for any circumstance. Sorry I don't have photos right now of my surface mount electrical, just finished it up recently and haven't gotten around to the photos yet.
Insulated my ceiling with blown in fiberglass pink insulation, 12" deep for an R value of R-38.
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I did forced air LP gas furnace for heat, as I had a used 80K BTU furnace available when I replaced the house furnace with a new one last fall. Old one to the shop and plumbed it up, works great! I will also have A/C next summer after I get that installed in the spring.
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You should have NO problem getting a local LP supplier to set a tank for you and run the lines to a furnace.