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I would go self build next time round but I bought OTP for a first go. It was about £500 for a "secure" shed with tongue and groove cladding instead of shiplap, pressure treated timber throughout, solid wood floor and roof instead of chip board, extra floor bearers to raise it off the concrete (I put damp proof course between the floor bearers and the floor). The concrete base was more expensive than the shed.
For security I have two u-hasps and disc padlocks. I used at least double the number of screws it came with to put it all together and I epoxied all the visible hinge screw heads.
Ultimately, you could still smash your way in but my idea was just to make that as much of a pain as possible. It's in a very visible position so I think that helps deterring any chancers.
stevo_com-
I'll have 4x4 skids as there is already a paved area - I'll have a dpc strip over them.
The frames are all tanalised 2x4, with 11mm OSB skin.
Cladding on the front and sides is 21mm shiplapped thermowood, and the rear will either be 18mm marine ply, or reclaimed feather edged fence strips (it's 100mm from a fence, son doesn't need to look pretty).
The frames and skin will be nailed, so I'm not too worried about hiding screw heads.
For security, I'll have no windows, coach bolts through the hinge (which is hidden behind the cladding anyway), a bar lock across the front, and inside a y-anchor in concrete under the shed. The frames will have builders' bands around them too.
As you say, someone can still get in, but they'll take an age.l, and they'll need a wrecking bar and curring tools.
And when they do get in, they will be face to face with a camera...
NotThamesWater
I'm going the self-build route, with security as a major element of the design - double skinned, hidden hinges, liberal use of builders' straps.
Materials alone are starting to cost a fortune...