You're going to want as much insulation as possible, which you might struggle with if you go down the "off the shelf" garden building route.
I'm not a builder (very keen DIY'er..) however I would start with a couple of courses of blocks/brick, then build a timber frame using CLS. If you opt for 89mm or thicker CLS you'll have room in the cavity for a good thickness of Kingspan insulation. You'd also be surprised how much heat you will loose through the floor, so I"d factor in an insulated raised floor. Colin Furze did a good video on how he built his shed, using a similar method .