It's really trying to think of what you can do a hell of a lot cheaper at the outset instead of trying to shoehorn it in later. As for climate, you're planning on insulating and heating, but what about in the summer? Are you going to run AC out there? If you're going with metal exterior, wouldn't that get insanely hot inside? Maybe if you built in large garage doors at one (or both) ends you could get some good air flow through, but I have no idea what that would do long term (i.e. will you end up with a ton of bugs inside, or other wildlife that might wander in from outside)? I suppose if you're going to have a high roof it might not be as bad, but something to think about anyway.
Also, if you're putting in shop space, what would you have to do to add exhaust venting? Would you want to set up space to be able to do clearcoat? Sanding/cleaning that you wouldn't just want to do outside?
If you do go multi-level, I'd look into some sort of hoist system. Easier to move stuff between levels by yourself. Also, remember that there is no such thing as too many plugs. Circuits for the games of course, but I'd also put in a bunch of extra plugs or things like tools close at hand.
Also, I can't remember how far you are from your neighbors, but what sort of soundproofing would what you're looking at offer, or would that even be an issue? Last thing you'd want is to set all of this up, and then start getting noise complaints (or neighbors with shotguns) at 1 in the morning.
But, the REAL question is, how many more games are you going to build into the price of this thing? You know, you could probably get a good start and bring over a whole container yourself...