I don't see the point in a shed. More cupboard space inside your house would address the dumping on the floor problem :) Other wise your house is just something you walk through to go into your shed.
Why not both? Could even give the largest shed a place to hold the feeder, milker, and collector... I'm all for storing the outside stuff outside, and locking up other stuff inside the home. No single storage space (outside a bag-o-holding) will be sufficient for the ever widening array of items available in Glitch.