If it were my shop, I would check into insulation for the walls & put insulation in the crawl space above the shop itself. Since it's not insulated, you be putting more money trying to heat the outside world. I'm in a different climate area but when I extended the storage shed next to my carport from 10' x 8' to 20' x 8', I bought 4 bundles of insulation & put it between the studs before putting up the interior walls. I put a small heat/ac unit in the wall & it keeps my storage area cool in the summer, warm in the winter & I don't have to worry about stuff stored there rusting.
