First, make sure your furnace is in proper working order. Maybe while your local plumber or HVAC technician is taking a look at your furnace, you could perform an oil change or other winter prep work on his work truck in exchange for payment.
Another place you might not think about checking but should are the gutters and downspouts on your building. You probably don't like cleaning these out at your home, but they will make just as big of a mess at the shop should they clog, freeze and break.
One of the biggest places your heating costs slip right out of into the winter air is around your doors and windows, especially your shop bay doors. Make sure weather stripping around these doors is in good condition, and replace it if it is not. Just think how much air can slip out a 6-inch crack in poor weatherstripping in just one of your bay doors.
Also, make sure you have an emergency kit in the shop with extra flashlights, batteries and bottled water, as well as other provisions, in case a winter storm strands you or your technicians at the shop for a while. It's also a good time to stock up on salt to melt ice on your walkways and to make sure you have shovels ready.