We have quite a large garden studio - the flat roofed cedar clad type. It was very expensive, around £30,000 inc VAT, but the prices vary a lot depending on size and specification, etc. It is guaranteed to last for 30+ years and is a 'proper' building. It took about 3 weeks for the company to do it (in snow and minus 10 temperatures). This kind of building uses SIPs panels, I don't think these would have been able to come through our house, due to the size of them and the weird angles of our house!
You need to consider what exactly your DH/you will be using it for and how much space you need to do this comfortably, iyswim, as prices can start at around £7,000 for a small basic one. Do you want the company to do everything, e.g. electrics, lighting, plastering, painting, heating? The electricity supply will have to come from the house - ours travels down the side of the house (exposed), through the garden (buried) and into the studio.
I think (but could be wrong 
) the benefit of this kind of studio over a traditional brick building is that you don't need foundations as it sits on a concrete base. So, time and labour is reduced.
HTH 