I'm not in your area, but I'll throw out my experience with our shop that we had built last Fall/Winter. The builder is local to us but since construction is down he is taking his crew to other areas to find work.
He priced a 24 by 36, 4" concrete slab, 9 foot ceiling, 16 foot garage door, 5 windows, 2 standard metal 36" doors, with a 12 foot wide 'lean-to' down one 36 foot side with 4" concrete slab floor. All studs are PT and the bottom 4' of exterior plywood is PT. Shingle roof and vinyl siding with house wrap.
Termite treatment was included.
The price for this was $17,500.
Separate from this I paid ~$450 for the drywall and ~$850 to have it installed taped and sanded ready for painting. I rented a sprayer and bought 5 gallons of primer and White gloss paint and sprayed it myself.
I had the walls insulated with good quality roll insulation and the ceiling blown with 12" of insulation, cost was ~$800.
I did the electrical. 4 GFI protected branches with 5 20 amp receptacles on each for wall outlets. 3 GFI protected branches with 6 15 amp receptacles each in the ceiling for lighting. 3 dedicated 220 volt 20 amp outlets. 2 dedicated GFI 110 volt 20 amp outlets.
With the 200 amp panel/breakers and service entrance, Romex etc., IIRC the electrical was ~$1000 for material.
Sooo, that got us inside for:
$17,500
$1300
$800
$1000
-------
$20,600 plus the paint/sprayer and other incidentals
We had a wall mount propane heater in the old shop that we moved to the new shop and a 16k BTU AC unit.
We added a wood heater and SS chimney kit that we installed, ~$800 total.
I'm still adding window/door facing and other details so it's still not finished, and it seems it never will be!:confused_
I suggest anyone considering building try to do so pretty soon, the builders are looking for work and material costs are down, but that is quickly starting to change, in this area anyway.
HTH
ken