ryfisher,
I would go with anything that makes the shack lighter. I went with 2 X 2 and 2 X 3 steel for the flat frame of my shack. I would have went with aluminum for sure but for the high cost of it. We went with both RV door and windows. We picked them all up used at a local RV dealer. I can't tell you how pleased I am with that choice. They fit like a glove and operate exactly as they should. I would also keep the windows low if you don't want continual excercise every 30 seconds.
As far as the insulation, I wouldn't even think about not installing it. Make sure you put in a good vapor barrier as well with accoustical sealant. We also put in a 12V fan for a vent. Wouldn't change a thing. Good luck