IMO it largely depends upon usage. If you are spending a lot of time in there it would make sense to insulate to a good standard to minimise the heating costs. If it is infrequent visits or daily but short duration (hour or less) then an overcoat is probably the best option.
I have heating in my workshop (ceramic stove) but I never use it because by the time the place is warm I have finished the job and its not worth heating for less than half a day. (It is a high thermal mass building) IF I have a bit of a longer job I will use a fan heater pointing at the work bench.

Good idea to focus on warming yourself, rather than warming the mass of the building - consider radiant or fan heater you can move round according to what task you are doing (how physical). And copious mugs of tea...!

Are you doing fine woodworking or painting jobs which need stable temperature/humidity?

If you have a thin roof (especially metal) it can get sweaty on cold nights, worth lining/insulation there I think.

Good to have big doors for moving stuff about or to open when doing something dusty, I found most of the dampness I had assumed was condensation was actually rain/snow creeping round the doors, fixed by weather stripping. Also big roof window helps for task lighting but also solar heat gains.

I use some of my granddad's tools, still keep them wrapped in oily rags as he did to avoid condensation damage.

I don't bring garden tools in eg mower broom hose, always seem to bring dampness.

If it is a permanently heated space then maybe it ought to be insulated (save the planet folks) even if building regs/stds don't apply to it.

If insulating internally then think how to mount shelves.

Edit: I'd understood it was uninsulated U=2 but see it's insulated U=0.2 which sounds fine for a 10degC building.

Posted By: SprocketCurrently looking at U value for walls of about 2.0

I presume that's a typo of some kind, or an unusual unit?

How do people heat those "Garden Room" offices that are all the rage in home improvement mags lately?

Electric storage heaters I think.

Hmm, even at -1 outside and 19 inside, with U values around 0.2 for walls and roof (looks reasonable) it only looks to be about 600W. If I let that "frost protect" at 10 degrees, it's only just over 300W

Ah, 0.2 sounds more plausible. You don't need 10°C for frost protection, 4°C or 5°C is plenty (i.e. the inside of a fridge). An infrared light bulb will do that - chicken heater or greenhouse heater. Plus a fan heater when you go in there to work for any length of time, or maybe a radiant heater. Be careful to ventilate any warm air out of the building when you leave, otherwise you'll get condensation as it cools, just like the inside of a car in winter.

Posted By: Sprocket
I would envision spending 30 mins to several hours at a time in there. Just a once or twice a week.
Needs to stay dry enough to have no risk of condensation on the lathe.

To me this sounds like an overcoat with a fan heater for the longer jobs. And don't cover the lather with a plastic sheet.

Posted By: Sprocket
Maybe electric underfloor for sustained heat

Underfloor heating sounds like cost over kill for the projected use.

What is the construction to be? The type of construction will determine the possibility of condensation. My workshop is part concrete and part stone walls with a concrete ceiling and a standard tiled roof over. I have never seen condensation in there - but Hungary has a different climate. - well we have climate the UK has weather!

A quick look on eBay revealed 311 second hand oil filled radiators. A couple of those plus timers should do the trick.

Air to Air Heat Pump.
There are some small, and cheap, units that can both heat and cool.
https://www.ebay.co.uk/itm/Samsung-Digital-Invert-Air-Conditioning-2-5kW-Cooling-Wall-Mounted-Heat-Pump/323907563894

Or similar

Posted By: owlmanlurking all along if a little quiet of late

Always lurking.
Should be possible, and cheap and easy for a garage/workshop to combine the unit with some ventilation. Should help control humidity as well.

I am a great believer in basic electrical fan heaters, I have a 500W one that can heat my who house most of the time.

Posted By: FrogI've wondered if one could send the workshop air thru a double skinned external couple of sheets on cold days returning the less humid air to the workshop?

Interesting idea. Guaranteed cold air at 100%RH. Will be drier after heating. Another idea might be to pass the incoming air through an earth tube to warm it up. Perhaps after the steel condenser?