Most greenhouses have frames of wood or aluminum. Wood will lose no significant heat through the frame. Over time the wood fades unless you keep it painted or finished, and it may rot or warp. Aluminum frames retain shape well, won't corrode, and are often color-coated. Some heat is lost through the aluminum.
Lock your work shed so that your tools cannot be used to break into your house. Put the door hinges on the inside so they cannot be removed by burglars to take off the door.