Choosing your shed starts with deciding on the material. There are three key choices, metal, wooden or plastic. Metal sheds are great for storage, and brackets can be affixed to the walls for extra hanging space. They'll get a little cold in the winter though, so might not be perfect for a workshop if you have that in mind.
Wooden sheds are solid all rounders, with flat walls allowing for additional shelving to be installed if desired. They're the gardener's classic, and they also allow for a little aftermarket modification if you decide you want to augment your shed once you've got it installed - but note that'll void the manufacturer's warranty.
And finally, there's also Plastic sheds. Plastic sheds bring longevity without extra treatments or staining, ideal for straightforward longstanding garden storage. They'll keep the elements at bay and preserve your things, and usually include a space for using a padlock on the door.