Adding a structure to your property is a complicated business, and doing research for it online is a bit more involved than, say, purchasing electronics. It can get overwhelming. On the plus side, the market is diverse and manufacturers and vendors can ship just about anywhere, minimizing the chance that you might pay too much.
The Classic Wood Shed
Somewhat waning in popularity, but still as beautiful as ever, is the classic wooden storage shed designed to blend beautifully into its natural surroundings. These provide a cohesive element that is good for residential neighborhoods when compared to some of the "rougher" sheds that neighbors might not like. Wood sheds are more expensive and require more upkeep, but if large enough they can be winterized and converted into additional living spaces or be used to store more temperature sensitive items like furniture, instruments, and the like. Really this can be done with just about any storage shed, but it is commonly seen with wood storage sheds.
Large Metal Storage Sheds
Some online sources offer to build metal sheds according to your specifications, up to 80 by 500 feet. Their brands include those that specialize in barns and carports, but they offer sheds as small as eight feet square. As a major source for steel storage sheds, they provide beginning to end service, and allow complete customization if desired. Pricing is difficult to get a handle on, however, as they require registration and seem to alter pricing according to location and application.
That said, these large metal storage sheds should be considered specialty products designed for carports, horse barns, and similar uses. Many of the residential storage sheds sold now are quickly assembled vinyl structures with the appropriate structural strength but not the security of steel.
Vinyl Storage Sheds
This is likely to be the route most will take when in need of an outdoor storage shed. The market for storage sheds is diverse and well populated with vendors looking to offer you a good deal. It's easy to find out what the going price for vinyl storage sheds are thanks to various shopping site aggregators; the difficult part is figuring out what you need and how to get it to you. Pop up plastic sheds for general use can be purchased online for about 300 dollars, with a two week delivery time. For larger sheds, delivery times are comparable, but you can assume the size adds significantly to the cost. The trade-off between the convenience of home delivery and the affordability of going to the local hardware store and picking it up yourself should be weighed carefully.