More is Better! The better the R-Value the easier to heat. I live in Alaska and we get cold and stay cold from now until May. Minimum R-21 in walls and R-38 in ceiling. Good, well sealed vapor barrier. I surfaced mounted all my electrical, so there are no penetrations in the walls or ceiling. My doors are all insulated and I never added any Windows to waste heat either. I am now considering adding a couple windows because they are better insulated and cheaper than several years ago.
I set my thermostat at 45 degrees and if I plan on working out there, I turn it up for a bit. Just retrofitted all my 4' florescent lights to 4' LED's. Awesome!
You will want to tie in a smoke detector that also alarms in the house. If I am welding or running a vehicle in there, I disable the alarm until I am finished working and ventilate the area. I use a hot pink streamer in front of the door so I don't forget the alarm.