I built a shop like this under similar circumstances (
http://www.garagejournal.com/forum/show ... p?t=284191). I was limited in height by the covenants (so no loft) but it matches the house.
Heat wasn't much of a concern for me since I live so far south. Just recently installed a mini split for air conditioning; what a difference it makes!
Put in more outlets than you ever think you'll need. Romex and outlets are cheap. Add a couple of 240V drops for a compressor, air conditioner/heater, welder, etc. now; it's much easier to do than later.
Personally I prefer 2x6s for the studs with R19 in the walls.
Put in more lighting than you think you'll need, and spread the lights over two breakers (so if you need to work on one set you still have the other set lit up).
Make sure you look up your local building codes, especially if you are building it yourself.
If you can, make the building large enough to be able to put your wings on inside. You want to minimize the work to be done at the airport later.