Well if you don't have plumbing then the heating isn't so important. My judo club is in a machine shed at the instructor's farm. They just fire up the heater an hour or two before practice. With a nice wood floor I'd be a little worried about cycling between extreme temperatures though. But now that the Y's replacing the floor, I've got no motivation to build. We get everything we need (good floor, showers&lockers, central location, storage space for club crap) for way cheaper than we could ever do it on our own.