Metal storage sheds come either prebuilt or in pieces with a set of instructions. However, if you decide to build the shed yourself, kiln-dried wood will most likely be your material of choice. You can either design the shed yourself or construct one from an available set of plans. This list of materials is for a simple wooden structure that sits on concrete piers and has a shed roof.
The foundation will consist of four concrete piers located at each corner of the shed for support and anchorage. For the piers you will need several bags of ready-mix concrete, four anchor plates with anchor bolt and hardware, and a few pieces of reinforcement bar to be inserted in the concrete.
You will need 2-by-6 lumber for the floor and roof. The stock needs to be long enough to span the floor and the width of the roof (the width of a storage shed averages from 8 to 12 feet). The walls will need 2-by-4s that should be 8 to 10 feet in length.
You will need four blocks cut from 2-by-8 pressure-treated pine (for the top of the piers), 3/4-inch exterior-grade plywood for the floor and 5/8-inch exterior-grade for the roof. The best choice for siding is 1-inch-thick pine or fir stock run vertically in a board-and-batten style. You will need enough 1-inch planking to cover the four walls, and you will have to cut a narrow batten for each joint. Extra 2-by-4 blocking will also be needed, so you can run the boards up and down the side of the building.
Rolled roofing, tar paper and metal drip edge will be needed to cover the roof. You might also consider a simple 1-by-4 fascia around the border of the roof to protect the rafters from water damage.
You will need a door and the hardware to hang and latch the door. You can buy an exterior door or make a barn-style door from the 1-inch pine boards. Hardware should include exterior-grade butt hinges, and a latch and a lock if necessary. You will also need paint for the exterior, and galvanised nails to build the shed. Many different-sized galvanised nails will be needed, including 16 penny for the frame, 8 penny for the siding and 1 1/4 roofing nails. That should do it.
P.S. In the Reference section, there is a link to designs and material lists for several types of sheds with peaked roofs, cut shingles and double-opening barn doors. A simpler shed can be constructed with a lean-to roof, rolled roofing and board-and-batten siding. That is what I have described.