Don't know what kind of plants you're planning to grow, or whether you're planning pots/cells or beds, but....
6 mil plastic, 2 layers - one on the inside of the frame the second on the outside of the frame
I don't know your climate to be able to recommend ambient heating source
if you're growing in pots or cells for transplant, I would highly recommend root zone heating
something like this http://www.ebay.com/itm/Hydrofarm-Seedling-Heat-Mat-for-4-Flats-48-x-20-Plant-Propagation-Seed-Start-/231161979455?pt=US_Hydroponics&hash=item35d253e23f
If you're growing in beds, I would recommend a heat cable in the soil
Attach the plastic so it can be rolled up at the bottom for ventilation or if you're growing something heat sensitive, plan on a cooling system. Swamp coolers are ideal for greenhouses if your climate is dry enough.