Interested in this as well.
I train in my Florida garage without temp control and it pretty quickly will get into the 80s for dew point. Even with a fan I’m sweating buckets.

I haven't done it for THAT purpose. But, I've built and insulated and cooled a lot of stuff in my days. Assuming its standard stud consutruction, its pretty straight forward. Fiberglass bats, sheet-rock, and a window AC unit. Heating will be a little trickier because electric heat may push the limits of that 15 Amp curcuit.

Given that its pretty small, it might be worth the minor delta cost to shim out the studs to 2x6 (from 2x4), and use thicker insulation. That would make it easier to manage the temp.

Does the shed have an attic space? If so, insulating and venting it will help with summer cooling. Closing the vents in winter will help with heating.

Where do you live....for worst case climate variation?

ETA: how much trouble to add another feed? Ie, how far? Is the cable direct buried...or in conduit? Are you electrically capable?

ETA2: A window AC unit will do most of the work of dehumidifying the space. If you really want, you could put up a vapor barrier...but, where that should go, ideally depends on your climate. But, I doubt I'd bother.

Operating costs will depend on how well its sealed and insulated.

Be careful with the 15A only. Running an AC at full, fan, TV, laptop, trainer, you might be close to popping the breaker. Also if you go with a heat pump type AC that can do both heating and cooling; the heating is only rated for like 40F outdoor air temp, so anything below that and you won't be doing much heating. Plug in electric heater might push the limits of that 15A too with the trainer setup. Besides that though what was said above is dead on for what you'd want to do to keep it simple for insulation.

I did exactly as you described years ago. Build a shed, insulated it and used it as a pain cave. In the winter I would just preheat it with a small ceramic heater I was always going hard so didn’t want it much above 45-50° in there anyway. Make sure you generously insulate above the ceiling. A window unit A/C does wonders for a small well insulated space. I agree with other posters, adding another 15A line would be prudent.

For a deep dive into all things garage / workshop / man-cave related go to the garagejournal.com

Some fantastically wild and creative people over there (along with some decidedly average ones).

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"They know f_ck-all over at Slowtwitch"
- Lionel Sanders

Sweet. That doesn’t sound too bad.

It is lofted with a little hatch to the top floor. Roof is vented like a house.

We have an old hot tub circuit I could maybe check for load size to use instead.

If it matters it has house wrap on it and vinyl siding. Metal roof.

Sounds like insulation first. Then go from there.

Hot tub should be ideal. Many are 220v, 30-40 amp. You'll need new wire to the shed. But, that would get you plenty of power for everything at once.

I’m building a house in the near future with a. Detached garage. I’ll have a space that will have my bike and other equipment. I haven’t thought about how I will climate control just yet though.

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USAT Level II- Ironman U Certified Coach

I think pics would help. The shed like I said is 8'x8'x16' with 8' ceiling in bottom and a loft. The left hand side of the L shape has a separate door and is 72"x48". That's where I keep the nasty stuff like fertilizers and power washer. So that's likely off limits. I like that being separate. The little "pocket" in the one picture is 38"x 84" or so.

I could insulate easily the narrow "pocket" where the mower is and install a little interior door there. Then have one of those floor air conditioners with the tubes run into just that tiny space. I could buy a 32" monitor to use. It's a bit small width wise, but I think that pocket of space could work and make the insulating and stuff much lower duty.

Closing in the tiny space may be the ticket. That would only be about $100 in insulation and drywall. Then again, insulating all of the bottom floor, bottom walls, and ceiling I could use it for pain cave and man-movie cave space.