Just to reinforce what everyone else is saying here... you should definitely insulate the floor. When my father built his new shop a couple years ago (2007/2008), he used 2" pink foam (i believe). He ran the pex for in-floor heat, but hasn't hooked it up yet. In the winter (cold Canadian winter), with a couple electric heaters keeping the shop at a decent temp, the floor is comfortable. Much more comfortable than the 2-car garage we used to do our car work in.
The ground may be warmer than the air outside, but it's also a huge heat sink... if you're going to pay to heat, you should definitely insulate the floor.
I'm sure you know this... but plan ahead with PEX... know where you're going to be drilling into the concrete later on (need to anchor something, like an extractor?). And when they pour the floor, be sure the PEX is pressurized... if something happens during the pour and the pressure in the system drops, you know you've got a leak, and you can fix it before the floor solidifies.
Floor thickness will depend on what you're planning on driving on it, and storing on it. Consult with the concrete guy. When dad had the floor poured, he went extra-deep under a couple spots where he knew the car hoist would be... so the legs of the hoist have extra concrete under/around them.
And, like BRAC said... compacted ground, foam (taped), vapour barrier, rebar w/ pex fastened to it. A concrete floor is forever... so don't skimp. You can always insulate the walls after the fact... but you can't insulate under a concrete floor. (Wish they'd insulated the floor in my basement... it's cold on the feet in the winter!)