Hm, hmm, lots of ideas but it's hard to say anything specific without some pictures of the site and maybe a very basic drawing of what you're looking for.

Would you prefer to build a new shed from scratch or buy a prefabricated shed (and possibly modify it later on)? Either way, lots of options, largely depending on your budget and whether you want a permanent or just temporary structure.

In terms of construction...
- metal frame & sheet metal shed
- metal frame and wood
- just wood
- brick
- reinforced concrete TEOTWAWKI bunker w/ basement a.k.a. underground nuclear shelter
- ...?

If you want to do most of the construction yourself take a good look at what skills, tools and machinery you have already. Some options might be easier than others. Either way, best of luck with your project!