I bought a shed a number of years ago for $1400. It's a 10'x12' aluminum skinned, 2x4 walls & rafters, t&g pt floors, 2x8 foundation, a couple of windows, pre-wired, and a 48" door. It's made by Robin's Sheds. Best one I've looked at. Comes with a 20 year warranty. It's half way there now and still in excellent shape. Completely waterproof and has survived a hurricane (cat 1) and several tropical storms here in FL. I'd be hard pressed to make one for significantly less at the same quality. I figure my time is worth something too.
The best advice I can give about a shed is calculate what size you want, then add at least another 50%!!! By the time I get my riding mower, generator, bikes, and camping equipment in there, that sucker is full. No, I didn't have all that crap when I bought it... which is why I suggest buying/building a bigger shed than you currently need. :-)