To do it 'properly' for our climate and knowing what my 6 x 9m shed is like I would suggest the following (every chance this will blow your budget very quickly though) -
insulate the roof and walls
let the shed breathe - install a whirly bird or two for something the size you are looking at
consider lining the walls (gyprock), once you have stuff in there you will never pull it all back out to line the walls later
you can't have too many power points with shed on it's own circuit
definitely consider plumbing - if you can get a toilet and basin in there it will save many trips inside the house, especially of you have a few mates over at some stage
try to future proof it as much as possible - drive through if there is any chance of a caravan or boat in the future as well as a high roller door for them. Mezzanine level for when you get kicked out of the house and need somewhere to sleep.
natural light is good but consider direct sun coming in on any machines
cooling and heating is a MUST.
pallet racking can come in very handy but does take up a bit of room at the same time
don't forget a good sized fridge, bar and TV (aerial point)
