In general, the double layer polycarbonate on the HFGH will require about one-half the energy for heating as compared to a single layer of polyethylene. If you use a double layer, air inflated, polyethylene, the heat requirements get close to the same compared to the HFGH.

build it and make it double poly , Seems to be so many problems with HFGH - do a search on this site and then decide.

My HFGH 10x12 has been up for three years. For me, it's been a great way to try greenhousing without investing tons of money. However, I don't recommend building it without reinforcements to help prevent panel loss in wind (there are some sad stories in this forum about what happens without reinforcements.) Many forum members have shared inexpensive HFGH reinforcement tips, and I've gathered some of those ideas in my blog below. Our GH withstands heavy winds routinely with no problems.
Building our Harbor Freight 10x12 Greenhouse

Some HFGH owners find the Chinese-manufactured twinwall polycarbonate panels deteriorate prematurely (HF offers no warranty.) This seems to happen more often in sunny southern locations. Some HFGH owners in this forum don't have this problem, and shadecloth use seems to help.

My panels developed obvious yellowing about two years out, and will need to be replaced next spring. Panels unprotected by shade cloth have developed 1/8" to 1/4" size holes on the outer poly wall (4 to 10 holes per wall panel, I just patched them yesterday.)

Structurally the GH is great, so I'll purchase 4mm twinwall polycarbonate or 3.5mm Solexx panels elsewhere to replace the failing HF panels. Replacing all panels will cost about as much as the initial GH kit itself three years ago, but other manufactured kits of the same size are still a lot more expensive, so I don't regret the purchase at all.

This website's heating calculator lists the various heat loss values for a range of greenhouse covering materials, so you can compare them. (The Harbor Freight twinwall polycarbonate panels are 4mm thick.):
Greenhouse Heater Size Calculator

Hope this helps a bit.

I really like my HFGH 10x12. In a weekend you can have it fully assembled. It's unlikely you can build your own for the price.

You can look through my videos at http://www.youtube.com/web4deb and also my blog at http://web4deb.blogspot.com

Build your own and make it the way you want it. It really depends on what your looking to grow, in what season and how good your handy skills are.

If your serious in building a greenhouse look into passive solar greenhouse practices and incorparate these techniques into the overall plan. You need to keep a small surface area to retain heat. Try a pit house or attached structure.

I would think that it would be easier to insulate a custom built greenhouse. After all, there really is no reason to have glazing on the north side of the greenhouse. All that will happen there is a loss of thermal energy. If you build a custom structure, you can build a solid/opaque north wall and insulate it, so that there is not a huge energy leak out the north side. This is probably also cheaper in the long run than glazing on the north wall, which will need to be replaced eventually. A solid wall wouldn't need that. This could also cut your glazing costs, and allow you to purchase a higher grade/better insulated glazing for the east, west and south sides.

I have a HF model-reinforced as sugested by these forums and couldn't be happier after one season.
I am considering placing a cheap greenhouse like ShelterLogic inside the HF model next winter to try overwintering veggies. The double walls should provide better heat retension then even a single insulated wall, and the price is pretty inexpensive.
I will disassemble it over warm seasons and use it to protect tomatoes from fall blight (a serious problem in my moist climate in WA state.)