First congrats on joining the outdoor crew

as for the shed and conversion where can we begin

first whatever insulation you choose for the inside of the shed it will need to be enclosed with ply wood at least before putting mesh over the top of that. Depending on the site the shed is going to be and also on what standard of shed it is I would suggest that you only need to insulate the north/north east/west side depending on prevailing winds and to do this I would attach insulation to the outside panels probably with something like rush fencing:-
http://www.primrose-london.co.uk/natural-fencing-screening-rush-metre-rolls-p-2966.html something like that, not only will it hold-tight any kind of insulation but it will appear more natural and friendly for other little insects and bugs during the winter.
As for the outside if your shed is standard then One assumes the height of the side panels to the eaves of the roof will be 5' 8" with a window in one side....If so then use the window as access to the outside but where possible make it south/southwest facing however long you wish to extend it outwards will of course depend on availability but you should try to make this extension slant upwards away from the side of the shed to a minimum height of 6' to facilitate standing up easier. I would build an air-locked door into this part of the construction for ease of entry.
Inside the shed is a different matter depending on how much of the space you wish to use. The easy option is to make a shelf level with the bottom of the window frame and sit nest boxes on it my option would be to make it 2 thirds chips one third human. I would build an interior frame to separate these sections again incorporating an air-lock system.
Outside on the ground if paving slabs pr concrete are not used then I would double mesh a wooden frame to sit on the ground and cover it with bark.
It goes without saying that the floor in the shed should be meshed also.
Option two is a similar one but using the gable end opposite the entrance door and making entrance holes for the chips to get in and out of course the gable end would then need to be south/southwest facing allowing also for prevailing winds, as for snuggle safe pads or such things I would try and discourage their use, chipmunks are hardy little creatures who are renowned for their ability to live in the harshest of conditions hence some are known as Siberian chipmunks I lived for a while on the west coast at the head of loch fyne and kept chipmunks outside all year round and they loved it and I did not have the luxury of a shed for them just a well padded north facing wall on which their nest boxes were.
The trouble with giving the chips heated pads or such things is that during winter they will not do what chipmunks are supposed to and that is sleep tight in the warmth of their own natural nest when the weather is against them and they will believe because they have this artificial heat it is fine enough to go outside which will ultimately harm them.
As for the timing the sooner the better to give them a chance to build up not only their fat reserves but their secret squirrel hoards for winter given a never ending supply of peanuts hazel nuts and any other kind of nuts and seeds they will do well out doors. Don't forget however that when you are making the outside aviary build in or place in a chair or bench for those days when you have the chance to spend quality time with them and sit comfortably

Hope these couple of things give you Ideas......