I did sheet rock hin my garage before we even moved in. Insulation first, then Sheetrock screwed in, used manic marker down Low to tag all the stud locations (this will show through paint...)
Taped it and finished it smooth, primed and painted with High gloss white, and a thick roller which gave it a light stipple effect. This was 24 years ago. Grease splatters wipe off easily, and I've never needed to repaint it yet. The white makes a little light goes LONG way, and reduces the "Flicker Fatigue" florescent is reputed to have, as reflected light overlaps the direct light frequencies.