wow - MAJOR PROJECT mate - but looking at that Tiger in your sig - well stone the crow - see why. Don't forget your expandable foam to gap fill everything that needs a little sealing in. I'll be following this build with interest. I got the use of a double shed recently - but only to breed my mice.
Heating is the main factor to worry about and also a BACK-UP electricity plan just in case of a power cut. PC's can happen at any time - even in areas not prone to the such and it would be more than a loss to think about. Have a look at some petrol generators etc - some are a tad noisy but if it means saving the life of a snake then all is worth it.
I think those oil filled radiators are cheap enough for what they are - and there are lots to choose from on the market - different wattage etc.
p.s -
Have you lagged the roof too yet?