FWIW, if you go with a steel framed building, you have to install grommets where ever "Romex" type wire passes through the steel members.
Some advantages of running surface mount conduit are that:
A)you do it after the shop is up and insulated (giving you more time to make up your mind)
B)it gives you more flexibility on changing stuff in the future
C)it is more damage resistant
Have you thought about doing a Quonset style structure? You can find them for quite cheap where people buy them and then never get around to building the structure. A friend of mines dad did this down by Kenai, and I helped wire it for him (running the pipe et al).
One more thing to think about, especially if you are planning on doing it yourself.
