Good advice from Thomas above.
Double walled polycarbonate is the go-to for greenhouses around here. It comes in many thicknesses -- much more than you'll see in the kit greenhouses. It's not cheap but it lasts.
If you stick with poly, it's possible to go double-wall or to have small greenhouses within a larger structure.
Situating your greenhouse will be critical (as you likely know). The
online calculators for
solar panels could be a useful design tool, since they will tell you the exact point of sunrise/sunset for your location, as well as the maximum sun angle, for every day of the year.
In all cases, the ability to roll down some sort of insulating cover at night will make a huge difference. It's pretty labour intensive though. I also recall a video from Paul and Uncle Mud where insulating the foundation well below grade made a big overall difference -- interrupting heat flow into the infinite heat sink of cold Earth.