Make it as big as you can afford to make it. You may be hosting a TV show in there one day, and you're gonna need extra room for the camera crew...
Attach it to the house. You live in Wisconsin, remember?
I've worked in aircraft hangars that had doors constructed of translucent fiberglass panels. On a cold winter day, it was impressive how much solar heat came through. Of course, I'm sure just as much heat went OUT through the single layer paneling. For a home workshop, maybe doors with double-glazed solar glass panels in them would be more efficient.