My pig was kept in a 10x10 stall, and we used 3 bags of shavings. Yes, our show pigs were absolutely spoiled. During the summer, they were walked daily, bathed daily(they absolutely loved taking baths in the hot Texas summer) and they had fans going in their stalls. Some stalls even had misters that would mist the pigs to keep them even cooler
During the winter, we always used heat lamps. We would also build a frame around the stall and tarp it to keep the draft out of their stall. If I wanted to get warm at my barn, I'd go and sit under the heat lamp in my goat's or pig's stall!