I know its not the cheapest, but my building is ICF.. Its pretty popular in colder climates, but I have to admit that I enjoy this shop space more during the summer than the winter. Its been in the 90s every day the past week and right now, in my shop space that is not conditioned by any source, not even a dehumidifier, its 74 degrees in there, and I have had the shop door wide open 2 days ago. The concrete slab and level of insulation just keep it totally comfortable in there. During the winter it never drops below 50, even when it was in the teens a few nights in a row and highs around 30F. The strips imbedded into the SIP blocks make attaching things super easy. The concrete walls make attaching structural things really nice as well, such as my way overkill storage racks that hang from the walls.
Again, its not going to be the cheapest option, but if you find yourself space limited, spend the difference on quality.
Also agreed, the taller the walls the better in most any application.
Ohh, if you go the pole barn route (I designed on for my old place before I moved but it never got built), look into the foundations where you drill a hole and pour a pier, then sink a steel bracket to set your posts on. That way its an engineered foundation and a LOT of municipalities and states will totally go for that vs a regular pole barn. Most gov entities when they see "pole barn" they think of a machinery shed on a farm with telephone poles sank into the dirt. I was then using steel pre-fab trusses, timber purlins, and metal roof sheet to frame out mine. Still have the posts and the trusses.