hey there. i just went threw the first winter in Chicago with a master built XL propane(sold by Bass proshop). insulation is king! although I can keep 225 at 20 deg out. it's a full open burner. I didn't use any blankets/insulation yet. another mod!
if cash isn't an problem, I would make an buying a well insulated or very thick metal a top priority. as far as what kind? they are all good. there are three main parts IMO. the heat source, the smoke and the ability to control temps. the heat source can be wood,charcoal,gas,electric, pellet, etc. as long as you can control the heat you are off to a winning start.
i myself am looking towards a second unit yoder,lang,backwoods,stumps,big green egg. there are so many choices! you can start with the cheapest one you can work with in your preferred heat source and see what you like. I thought propane was the only way to go but now i am strongly considering a wood burner.