There's no one universal "right" answer. only a lot of later "gee's wish I wood'a..."    Or that warm fuzzy feeling when the shop works just like a person planed.

Wood heat is good, and then there's the thing about something in the shop that shouldn't freeze up in the night when the fire goes out. (course that depends on the area of the country too) Then there's the insurance agent with a nervous tick cause there's wood heat in the shop.  Main thing is think outside the box in the planning stage, ask questions, design a palace-budget for an outhouse, and "right" for you is somewhere in the middle.

Out here (PNW) your new shop would be a good Hay barn.  (or shop)