+1 for adequate slope on the roof to ensure drainage, 1:80 works on mine., but wouldn't want to be much flatter.
Ensure that joints are sealed, to prevent ingress of wind, rain, snow, dust etc. Downpipes on gutters should prevent damp getting in through the walls. Just ensure that the water can then get away from the shoe, when it reached ground level..
Having said that, do ensure ventilation, with weatherproof grilles at floor level (to allow damp /moisture out) and at high level for replacement air.
If you are planning to store metal in there, beware of rust/corrosion. So insulate walls and ceiling (50mm glass fibre is my choice)
You cannot have too many power points (as long as you do not overload the feed circuit). Ideal feed is via RCD consumer unit with separate circuits for lighting and power. If you have no windows, (for security) you will need an automatic emergency light against the time of any mains failure.
With windows, ideally they need to be vandal/thief proof, so with grilles or unbreakable material such as Makrolon, or Georgian Wired Glass. Double glaze, if you like!
The door(s) should have a 5 lever lock, and hinge bolts. My wooden shop has hinge bolts made from woodscrews with the heads turned off and screwed into the back of the door, and entering into clearance holes in the door frame. In that way, the lock is difficult to pick, even if the hinge pins are driven out, the door cannot be lifted out.
Fit an Intruder Alarm as well, if you wish.
(I have a simple wired Intercom, so that I can be called for meals/visitors. A mains baby alarm in the hall alerts me to the front door bell being rung).
Sad that we have to go to such lengths, but you have to safeguard valuable contents against vandals and thieves.
Heating should be electric, not gas, liquid, or solid fuel. All the latter emit water vapour which will aid rust, and in an enclosed space, lethal fumes. Even with an external flue, adequate air for combustion is absolutely necessary, and leaks can prove fatal. As humans, we emit water vapour as we breathe.
A well insulated shop will need less heating, (My fan heater runs through a thermostat. Once up to temperature, it spends little time running)
Don't forget a powder fire extinguisher.
Hope that all this rambling is of some help
Howard