Sounds like you are doing the right things, but don't forget to insulate the roof, to match the walls.
Or to site on a firm stable foundation.
May sound silly, but with insulated walls and roof, single glazed windows will soon be running with moisture.
(My shop has no windows; a) security, b) more storage shelves in a small shop, c) reduces heat loss, or gain when the outside is hot. The sun does radiate a lot of heat through glass)
Also, you need to reduce temperature variations, as much as is practicable.
And try to insulate the floor, if possible. Cold, numb, feet take away a lot of the pleasure of being there.
For ventilation, you need fixed ventilation near floor level, to get rid of any condensation, (even breathing adds moisture to the air), and a high level vent to allow entry for air to replace the moist air exiting low down.
It goes without saying that the vents must be weatherproof, (and spider/bug proof!)
Your heating, should not emit water vapour, so wood burners, paraffin heaters etc are non starters. This leaves you with electric, convector, radiant, or fan heaters, unless you can connect to the house hot water central heating. My vote is for a thermostatically controlled fan heater, for a quick warm up. When it is frosty or really cold outside, a tubular heater will provide background heat to hold the temperature above the dew point.
(A 60 Watt heater will hold a small 3 metre x 4 metre shop, 2.25 metres high, insulated with 50mm glassfibre between 19mm cladding and 12mm ply wood inner lining, above the dewpoint, to the point where a steel bench is just warm to the touch)
Moisture equals RUST. In my old small shop, the oil on the Myford would be white and emulsifying when entering for the first time on a U K winter day. Hence my near obsession with insulation and ventilation. Over the eleven years of my current shop, rust is virtually unknown I have had more rust problems from displaying stuff, under cover, outside, at a show.
Having mentioned security, here, and on other posts, DO make the shop secure, 5 or 6 lever lock(s) hinge bolts, no external screwheads or hexagons. (My door is a firedoor with a 6 lever lock and three hingebolts)
OTT? Possibly but a lowlife who cannot make off with a 6cwt lathe or mill, or has no use for what you have or are making, will still set fire to it in frustration.
Once you have implemented all the good advice offered, that you can, enjoy yourself!
Howard