The insulation is almost as easy as the rest of it. It comes in big rolls(I think 10' high), and includes the vapor barrier built in on the outside of the insulation. It comes in R12 and R20. You thread extensions on some of the ends of the bolts that stick out, push it on, and then hand thread a nut on. It's not cheap, just under $5000 for the whole building, but that's taxes, delivered, and everything(Cdn $). There's a fair bit of square footage to cover with those high ceilings.
You have to be careful when shopping. I had one company trying to sell me a building a couple grand cheaper than anyone else. I asked if it would be approved by the building code in my area. They put me on hold for a couple minutes and came back and said it would be fine, and then they pressured the sale again. When I called my building dept., they said the guage of steel was too thin for our building code. I actually went with a thicker steel than was necessary, but I figured for an extra $800 total, it was cheap peace of mind.
I plan to run conduit for the wiring and I will run air lines along with it. It will all be under the insulation, so you will just see a plug and quick connect. I'm going to need a decent service out there, because I have to run a Linde UCC 305 tig/stick welder, milling machine, lathe(still need to get), and a big compressor.