I'm no expert, but the practical issues that seem to surface over here are (1) invalidation of insurance unless you have commercial cover, (2) planning permission for use/maybe even for the building if there's hassle and it's brought to somebody's attention, (3) possible triggering of a requirement to pay rates if it comes to the wrong attention, and is seen in the wrong light and (4) noise/nusiance.
In the case of the latter don't forget about smell in the event that you want to go spraying. It depends a bit on what your prevailing wind direction is, but actually that could be a very hard one to get over.
There's quite strict regulations in this regard in the UK from the bits I've read - from environmental, fire and planning points of view. Use of solvents may bother the insurance company too.
There's quite a lot comes up on the UK situation from the HSE (?) and other sources if you search under spray booths and permissions...