Ddickey.....
I built a new house and new shop last year. I was the General Contractor for all of it, which was way more work than I originally anticipated.
My shop is 36x36. 4" floating slab on a very nice sand base (lift). 16" wide haunches that go down to 12" at the perimeter. Concrete cost was $7452 which is $5.75/ft. The guy that did my concrete work bought my old house so he gave me a deal. Figure $7/sq ft.
Studs $900. Roof Sheathing $382. Wall Sheathing $550. Shingles $1914. Trusses $2300. Siding, which was LP SmartSide was $4750. Overhead door $1300 (10x10 I think). Windows (6 of them from Menards) $1962. Foam for the floor $1100. $800 for steel for the ceiling. Labor to frame and roof it was $6000 if I remember correctly.
What don't I have in there... insulation for walls and ceiling, which we did ourselves. Wiring, again we did it ourselves. I did 5/8" sanded plywood finished with 2 coats of lacquer for the walls. That way I can hang cabinets and what not anywhere I want without finding a stud. You can occasionally find BCX plywood at menards in their outdoor yard that is sanded. That is what happened to me and I just bought the whole skid and returned what I did not use. It was $15 per sheet. A little more expensive than sheetrock but also much more useful. I have about 40" or so of galvanized wainscoting on the lower portion of the interior walls.
I did put hyrdronic heat in the floor. If you are building a new shop, do it. At least put the tubes in. They are not that hard to do but you MUST put down foam below the concrete (it is actually code). I put the tubes in but have not hooked up a heat source yet. Since I have 22 acres here of all woods, I needed something quick so threw in a wood stove last fall. I do woodworking too so need a place to put my mistakes scraps.
Others have mentioned about freezing up in the winter. That is nonsense. Just like your car, a mixture of water and a special anti-freeze is used in hydronic systems. You want that anyhow for some lubricity for the pumps. Never heard of running straight water. This is my second house with in floor heat and I would never build up here and not put it in. I would use a specific boiler for it. I do know that some guys use tank type water heaters, etc but they are not really made for that. I have been considering a Noritz for my shop. I have a Navien combi unit in my current house but those are expensive.
So, I have somewhere in the ballpark of +$30k in my shop but completely finished the interior, wired it and sided it myself.