I have a large shed I put in 4 years ago, and it's a great size for sewing. I had the option for electricity, but had no need. The inside walls are wood, so insulation could be put in and portable heat/air units these days are great. There would maybe some times that the weather is too extreme, but only for your comfort. I'd plan on a good $3500.00, but ut would be worth it to have a good to keep always set up and room for stash!
BTW, I have windows that open and double doors- vinyl siding that matches my house. It's very nice looking.