I would just blow insulation in the attic and leave the walls alone. It's really only one wall that won't be insulated. You have the two walls that adjoin the house and then the third wall is garage doors. The attic will give you the most bang for the buck.
I insulated my detached garage a few years ago. The walls were mostly insulated with fiberglass batts, and I blew R60 into the attic. R60 was only like $300 and lowes gave you the blower for free. Took me and my dad a few hours and it was done. The difference was noticeable as soon as the attic was finished. Much cooler in the summer and warmer in the winter.