Having sold Garden sheds for a living a short while ago this might help.
All comments on brick are true and although longer lasting, you may move or change plans in the future.
You can move a timber structure, even to another site.
I would suggest if buying a timber structure (don't buy plastic or metal as prone to condensation even if insulated)
Please remember that timber is a natural product and on a new shed will not fit correctly 100% so it is normal to whittle and hit for a better fit, this is normal, its the amount of whittle/hit you will have to do that makes the difference.
Log style construction only buy over 50mm minimum (70)mm plus is best as the smaller logs warp and twist the larger ones may not require further insulation. However unless you go for a Shire Garden Buildings cheap shed you won't get a panel shed through the doors, Shire make these in smaller panels for this reason but two panels at 4ft is not as strong as one 8ft panel
Only buy quality on these as skimping will cost in the long run.
On standard sheds I have found cheap and cheerful is not the way to go.
However paying silly money is also not cost effective I would say that 8x6 £350, 10x8 £500, 14x8 £1000 is a fair guide.
Spend a reasonable amount on the shed and do not skimp on getting the base right. 4" x 4" 8ft fence post's are good as beams.
Spend good money on insulation and a nice interior, I have previously used breathable membrane with plasterboard, also Celotex insulation is very expensive but as foil covered does not need a waterproof membrane in a good shed anyway.
One thing people always forget is the floor, again Celotex type here with a waterproof chipboard flooring, Wickes very cheap for this, hopefully you will spend a lot of time standing on this.
You must fit a small consumer unit for the electrics, not sure on new regs for this.
Hope the above helps, but remember most shed company's sell good sheds, but are also having to sell budget models to keep turnover going, don't buy budget.