In a really cold climate area, the taller the door (and the corresponding ceiling height) the harder it's going to be to heat the shop to a comfortable level. I'm planning to use a big steel barrel stove, filled with scrap cylinder heads, brake rotors, and other bits & pieces of cast iron and fueled by a waste oil drip. My main shop is 24X40, with 12' doors and a hip-roof shape. I haven't decided whether or not to put in a drop ceiling at the 12' level to help with the heating effort.
Jerry