Just been looking into this for my workshop. My final design is a 100ma Time delay RCD on the main switch board in the house with a 30mA RCD on the local distribution board in the workshop itself.
I found a very good guide to RCDs here: http://www.etci.ie/docs/ET214.pdf
which says, on the subject of cascading RCDs:
Connection of an RCD upstream of other RCDs is often referred to as Cascading. The normal purpose of cascading RCDs is to ensure that a residual current on a subcircuit causes only its RCD to trip and does not cause the upstream RCD to trip unless the fault is sustained beyond a certain time. This is referred to as Discrimination. General Type RCDs have maximum trip times of 300mS and 40mS for residual currents of I∆N and 5 I∆N respectively, but no minimum trip time is specified for such devices. Thus, if a 100mA RCD is installed upstream of a 30mA RCD, there will be no certainty as to which RCD will trip first in the event of residual currents above 100mA. Cascading of General Type RCDs is therefore not recommended. Discrimination can only be provided by ensuring that the upstream RCD has a trip time and trip level envelope which is completely outside that of the downstream RCD. This can only be assured by using an S Type RCD upstream and General types downstream.
On the subject of whether to use a local earth in an outbuilding, this all depends on the earth bonding scheme you have from your leccy supplier, see: http://www.diynot.com/wiki/Electrics%3Aearthing_supply_types_and_bonding%3Aearthing_arrangements
As far as I can work out you should just export the existing earth with the exception of TT systems where you can just a local earth spike in the out building. My house is TN-S, so I'll just be exporting the main earth out of the workshop and using that.