I have an unheated potting shed/green house type building. It has done us well in the almost 4 years we have owned the place. This winter though, with the polar vortex thingy blasting through, everything froze. Then, we had 2 more rounds of bitter cold. I spent 6 hours one day last week cleaning the potting shed and dumping out the pots of dead plants.
Now, for it being unheated....I use the cheap flats from the dollar store. Black plastic base, seed flats and the clear dome cover. They heat up in the sun from the windows and make their own heat. It has worked really well for me here.
I have also been considering painting the floor and lower walls black...to absorb more heat in the winter time. Might do it serious, after this past winter.