You do not have to build an elaborate shed just enough to put your tools and your different other things. You must also bear in mind to keep it simple when you build a storage shed. But do not forget that it should also be functional. You still have to choose though what type of shed you are planning to build. Either you can buy a ready made kit and follow the manufacturer's preference of layout and materials to use, or have your own custom design to meet your own particular needs.
Doing it yourself could take time and may cost you a little bit more but it will be the best way to have what you want. A basic shed should not be a burden to build using decent materials and the usual framing methods. Just be sure that you are realistic by the quantity of things you want to store. Make a sketch and don't forget to make some room for you to move around freely. It is also good if you opt for a simple ready made shed if your time and carpentry skills are limited.
The next thing you have to do is to pick a location. You can either put it where it would not be noticed by others or put it where it would stand out. You can make it noticeable by painting it or make it blend in the surroundings by trying to incorporate details of your house.
That is all there is in planning to build a storage shed of your own. The secret is for you to be decisive on what to build. Now make the shed of your dreams come true.