Hi Woody,
2 years ago, I bought a place that had a pole building shop as Bret has described. It has a slab floor, metal siding and roof, and a sliding door. It's about 740 sq. ft, with 10' side walls and a 13' peak on a gable roof. It was not insulated, though. The 6" x 6" posts are 9' on center, so I basically had to frame in those spaces with 2" x 4"s in order to insulate. I put in R21 fiberglass and sheetrocked. I mounted 1 1/2" rigid foam insulation to the back of the sliding door. I have a small woodstove in there and it keeps things warm enough in the winter, though we seldom get temps below 20 degrees here. In summer, it stays about 10 degrees cooler than the outside temp. All in all, I am happy with the structure. The framing I put in allows a lot of wall storage for me, and since the shop is not huge, much of my storage is up the walls.
So I don't know what the cost comparison is between stick framing and pole building, but for my needs, I needed to frame regardless in order to insulate and sheetrock. It's something to consider. Also, if you put a garage door in, the slider is okay, but there are sizable gaps along the top and bottom. I believe a snugger fit would be had with an overhead door. If it got a lot colder here, I'd have to do something about that because that door is the weak point in my shop's heating/insulation.