Some may be cheaper, but by the time both are done, they can equal out at the same price. With the price of steel today, that drives the price of a Pole Barn up. If you are going to insulate, and finish off the inside, you pretty much have to stick build your walls anyways. What a Pole Building does save over a stick build is foundation cost. If you put in a foundation, block or solid, down to frost line on footers, you have a few thousand in that before you ever get out of the gate.
Stick build with OSB sheeting on the outside and exposed on the inside, you won't have sweating. With a Pole barn, uninsulated, weather can change to the point that it's raining inside. Moisture will condense on the metal.
There are a multitude of pro's and con's to each. If you are going to build it yourself, then it goes to the point of what you feel most comfortable doing. Myself, I wouldn't have any problem stick building a garage, room addition, or whatever. I have done it numerous times. But if I had to build a Pole Barn, I'd be nervous as cat in a room full of rocking chairs. Could I do it? Probably. But it would more than likely take me four times as long, because I have only been around a couple in my life when they were going up. My biggest fear would be getting poles in line and the building square. I just wouldn't be comfortable doing it by myself and not having someone around that has done it before.