Position the shed close to your house. The house will provide some protection against extreme weather conditions such as rain and wind. The further the shed is away from the house, the more appealing it may be for vandals and thieves to approach.
Keep the shed well lit at night. Security lighting helps prevent the shed from being broken into or vandalized. Criminals prefer to work in darkness so they are more likely to approach dark target instead of a well-lit one.
Anchor the shed into the ground to provide a firm base that can prevent the shed from blowing over in high wind. Anchoring kits typically come with 4 augers that twist into the ground on the four corners of your shed. Steel cable is run under the roof and through the supports of the shed before being clamped into the augers to hold the shed in place.
Lock the doors of the shed with a steel padlock. Use a lock that fits tightly on the door to make it harder to open with bolt cutters.