I also like the spray foam idea. If you were to spray the ceiling and walls of the whole structure I imagine you could heat and cool year round it for very low costs, if that would be a consideration or added bonus. As Matt said above, the spray foam is a great insulator and it seals out all infiltration as well. And as he also said it is a great sound insulator as well. Good stuff!
As an example, years ago on a construction project I was on, in the winter (and it was cold), there was a large kitchen area that had freezers and refrigerators for food storage. All built in place with panels having thin metal sides with spray foam in between them. I believe they were either 4" or 6" thick, IIRC. Anyway, we got one of those and put a temporary lighting fixture (as they use on construction projects) in it so we could see. It turned out that the single light fixture heated the entire area to a nice toasty temperature. We even had to leave the door open at times because it would get too hot. Of course it had no windows and the only opening was the door, but the point is that it took very little energy to heat and the same would apply to cooling.