Well.....I bought and built my 30x40x12 shop behind my house from slab to roof. I took a week off work to build it.
I got a weld together "kit" which is basically just all the stuff you need to make your own cuts and assemble the building. I just talked to the guy who I bought it from to get the particulars on building it. It was not at all difficult after talking to someone on the details. You will need a lift of some sort for setting the main trusses, but other than that I used the buddy system for any help I needed.
As for price I paid $3800 delivered to my house for the frame and sheet metal. It was $1200 for the insulation.
In the insulation department I would definately insulate it. You will regret it if you dont. My shop is cool in the summer and easily heated with a 1.5 ton Heat Pump in the winter.
I used some insulation called Astrofoil. It is a bit more expensive...maybe .04 cents per spuare foot, but worth it. It has a R19 insulation value and is only 1/4" thick. It is really easy to work with as well. It looks like the stuff then use for windshield visors in cars. If you want to see what it looks like, look at my photo album. You can see it in the background on my s-10 picks.
Any other questions I can probably answer because I did all the research about 2 years ago.