As Tartan says, depends on where you live. Comfort and climate (as well as insect) control is first and foremost. What are you going to do with the garage door? If it looks out on a pleasant scene I would put in a patio door for nice light and easy access. A door will let you spirit new stash right into the sewing cave without leaving scent in the house.
I would look for inexpensive kitchen cabinets and counter tops for storage. then I would install narrow depth bookcases for storage of fabric on comic book boards. Can you just paint the concrete floor? Makes for easy rolling of a chair. I'll be watching because I have dreams some day of converting our twocar attached garage into my sewing cave.