Used shipping containers in the 20-40 foot range start at about $1800. That's actually cheaper than a lot of the Lowe's sheds in the same volume range, so some shopping is needed to be sure. Then you have to pay to truck the container in and unload it. But it is also easier to securely lock a steel shipping container, if that is a consideration.
mxsailor803,
If you go the shipping container route, you can look at power-washing it and welding up or bondo-patching any rust-throughs and then painting the outside white with an elastomeric IR reflective roof coating which will seal pinhole leaks at the same time. That will help minimize your cooling bills. If it isn't in shade, the roof is also a good place to put up a few solar panels on tilt racking to zero out your electric bill altogether, if your utilities allow that.