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Our house came with a brick shed, it's great. Bike store and shed in one, with power and lights.
Same.
If you don't have one, building one may be overkill but it is very handy. I'd have thought a normal shed, fancy TW/Hovis shed, or an Asgard would be the sensible route. If it's for additional security you'd need to think carefully about a decent door as I'm sure our brick shed is as easy to break into as our wooden shed.
Our house came with a brick shed, it's great. Bike store and shed in one, with power and lights.