here's my combination
40X50 stick Built
radiant floor heat ( worth every penny)
Walls - 9"4" (floor to ceiling),
EXTERIOR 7/16th osb covered with Tyvek,
INTERIOR 6" fiberglass insulation, 4mil plastic vapor barrier, 7/16 OSB, Steel siding
Floor 2"blue board insulation, PEX tube, concrete.
Celling 4mil plastic, 1/2" Drywall 12" cellulose insulation above
Two steel man doors Two 8X10 overheads R9 insulated.
Using a 24kW OnDemand water heater I keep the floor between 64-68 degrees which in turn keeps the room at 60degrees. If we have a cold (below zero) period (5-7 days) I keep the shop light s on which raises the room temp 3 degrees but the shop area has never been below 60 since the completion of the building.

Size of building not dependent (ceiling height, foot print) the most important (to Me) things to include would be radiant floor heat, vapor barrier which also acts as an air migration barrier and as much insulation as you can fit in the spaces. Keeps you warmer in the winter and cooler in the summer.
If you go with High ceilings traditional heat will eat you out of house and home, the space above your head (and un occupied) will be warmer than the space you will be occupying. Radiant floor heats from the bottom up and gets consumed as it rises therefore you stay warmer at less cost, traditional heats from the top down. Additionaly with radiant Floor there are no cold spots/Zones the room will be the same temp all around.
Anyway thats my