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The only problem with this, whether it be heating or cooling, is that everything in the shop radiates heat or cold. So in summer, everything is hot and will radiate that heat when you turn on the ac - so the ac is trying to cool the air but the shop contents are are warming it. Likewise in winter your heat source is trying to heat the air but the shop contents are radiating cold and trying to cool it.

I've found it to be more efficient and pleasant just to set the thermostat and let the furnace or ac do its thing. And I can go into the shop any time without having to heat or cool an hour or so ahead of time.

Does it show up on the utilities bills? I don't care!