There are a few different materials that are good for garden shed construction for different reasons. For instance, if the shed is going to be very visible you might want to coordinate with your home, so then you might choose treated wood like cedar siding. Rubbermaid type sheds are lightweight, weather-resistant and often sold as a single unit with no construction costs. Galvanized tin or aluminum is lightweight, easy to work with, and cheap. If you are building your own design, use treated lumber that won't rot, splinter or be harmed by insects, specifically termites. Visit the lumber yard or a home improvement store and speak to an expert about the best choice of materials.