It would be way better to grow in your garage than a shed. Shed's get broken into easier and neighbors can see you going in and out all the time, and taking supplies and stuff in and out which is very very bad.
Use the garage like you planned, some thin drywall and cheap 2x4's are all you need. Build a raised floor with 2x4's also and then when it's all framed up with drywall on the outside and open framing on the inside insulate the space with spray foam including the roof and floor. (just tell the insulators it's a new home office or something.
You really need good insulation to pull this off. If you don't get spray foam then use the most insulation you can and always be sure to keep the humidity in line.
(humidity ruins regular fiberglass insulation, and it's a big problem with a garage grow.)
A space in your garage that's well insulated like that will be easy to maintain temperatures in... A small space heater in winter and maybe A/C in the summer if you need it.