Done right you can made a shed/outbuilding pretty inconvenient for would be thief.
1. Shed alarm with pin code and loud DB siren.
2. Another wireless shed alarm connected to main house, preferably with mobile phone dialler.
3. Ground anchor concreted in, if shed remove area of floor and fix anchor to slabs underneath, feed through a decent chain (pragmasis protector 16mm or 19mm – http://securityforbikes.com/products.php?cat=Chains+%28without+padlocks%29) then concrete over the top. Great lock for the 16mm protector chain is the untouchable (http://securityforbikes.com/proddetail.php?prod=Untouchable )
4. Lock other objects to main bike, another bike, sack trucks, metal shelving nearby, and lock through all items. Ive used x2 D locks, spinning oxford revolver locks and another chain with above ground anchor. Can all be unlocked in less than 2 minutes, but going to add a lot of time and noise in breaking through.
The one bit i’m not decided on is should the main house alarm go off on the night setting mode externally? So when sleeping the internal siren will wake you up, but do you want the thieves to hear the external house alarm and possibly scarper? or would you like to catch them in the act?