+1 on Todd W's suggestion to insulate and finish the inside of the shed. Makes a big difference.

You might also check with your local tax authority before you build. Around here if you pour a slab and stick build your shed you will have the value of of the building added to your yearly tax bill. If it is a "portable" building, a stick built building on skids it adds no value to the property and no added value to your property taxes.