I am in Central Oklahoma. It is a little cooler in Oklahoma but not
much.

I built a garage shack a couple years ago. I framed a 9 x 9 room and
insulated the ceiling and outside walls. I sheet rocked, texturized and
painted the inside. One side is a rib-high workbench with shelves for
parts, tools and my test gear. I was more concerned with the workspace
but left room for an operating position on an opposite wall.

Check Ace Hardware's portable air conditioners. I have a roll-around
that vents into the garage and sits in one corner on wheels. I am
considering adding the house system at some time as the main unit is 3
feet from the room. However, the portable is better than I expected.
These units can be purchased with heaters too.

I decided to make the room permanent. It is airtight and heats and
cools well. But simple plywood and insulation would provide a good
start.
Very temporary walls could be build but in my case I wanted a solid
door. Also, a couple 100W light bulbs keep the room decent the whole
winter at 60 deg or above.

I also have intake air drawn from a less unused portion of the house
with a small one way dryer vent when I used the airconditioner. Not
real efficient but I don't see the effect on my electric bill.

A little more complex but lets me use the shop during the hottest parts
of the summer days.

I had always wanted a secluded room/shop of my own and I have been real
happy with it. I build tube gear and its most enjoyable on those cold
winter nights when no heater is needed with 21 tubes blazing away.

BTW, in my old house I merely put some heavy cloth material around the
bench in the winter and used a small space heater. Totally unsafe but I
was younger, dumber.....and luckier.

K5UOS