If theft is a concern on a wooden structure, do the simple things that would make it difficult for an amateur: 1) a small metal plate screwed in beneath the door pins removes that option of driving them out. 2) Be sure there are no bolts on the latch which can be removed with a wrench. 3) Use a decent key (not combination) padlock. 4. Opt for either no windows, or if you want windows have curtains over them when you don't need the light. I think this "out of sight" idea is the most important of all.
Basic idea: make it a bit difficult for kids or amateurs to get in; the pros will do just that, but only if they target you. I know, "who wants to steal a BMW?" Well, who wants to steal the front wheel off a 1980 Honda CB750. Someone, who also wanted some soft luggage as well. I had advertised it in front of my property and somebody chose to steal the parts they wanted. I wished they had stolen the whole damn bike!
Basic idea: make it a bit difficult for kids or amateurs to get in; the pros will do just that, but only if they target you. I know, "who wants to steal a BMW?" Well, who wants to steal the front wheel off a 1980 Honda CB750. Someone, who also wanted some soft luggage as well. I had advertised it in front of my property and somebody chose to steal the parts they wanted. I wished they had stolen the whole damn bike!