I'd keep an eye out for the prefab panels as well. They are usually water resistant and seal right, etc. My uncle just built one this fall, he set his up in the corner of his pole barn. One panel even had the proper door.
One thing I would think about is how to seal the floor drain. I was told a bunch of the cold can escape through the drain. I know of a slaughter house that has a big rubber stopper in the floor.
