You can buy a room air conditioner for about $100. or at least we did for a shed out back. The shed has two windows, and the air conditioner sits in one. We also bought a heater thing that we just sit in the corner. It kind of looks like an old fashioned radiator thing. We got both at Wal-Mart.
The shed isn't my sewing room though. It in inside.
But the shed is where my husband builds model airplanes year round. I guess adding electricity would be necessary, but you would need that for light and a sewing machine anyway. He did put some insulation in the walls. It wasn't that much trouble, then just nailed wallboard up.
I am anxious to hear if anyone has done this, as it makes sense to me. I even half have a memory of someone doing just that, but the memory is years old.
Dina