If it were my building, I would do 16" OC for the walls and if it's just a shop building, 2x4's will provide enough insulation space (and spray in foam would be great). 2x6 is expensive and it will take a while to get pay back in energy savings.
For the roof, 2x10 16" OC with collar or rafter ties every 3 or 4 rafter sets. Use a standing seam metal roof and you will have zero problems with the weather. R-38 for the ceiling and do the insulation right.
As for the floor, go with a concrete slab and put a radiant heat system in it when you build it. It will keep you plenty toasty in the winter and in AZ, if you use a solar heater as a back up (or primary) heat source you could save some big money.
I'm no engineer, but I did sleep at a Holiday Inn last night.
