Get the largest space you can afford, or fit into the space you have allocated for it  - You'll always want to buy more.

Also in summer the more air gaps you have round cages the better the chins will feel

Double line the shed using loft insulation, followed by a hardboard skin. Include the roof as well if you can as this will help reduce overheating.  If your shed has an apex rough pack it with insulation and install a false ceiling, this will reduce the air space you need to cool in summer.

Cover all windows with cool glass in summer.

Make sure you have mesh on the inside of the windows except round the catch area. Helps to deter burglars, and also to stop escapees.  Build a mesh door inside the main shed door. Then when you open the main door you can check for escapees onto the floor without having one dash out between your legs and away !!

Paint the roof white to reflect sun in summer. Be aware of local planning laws in certain areas when doing this

Get a de-humidifier for winter, it helps to stop the chins coats looking damp and claggy, and also means wet sand in the baths and wet newspaper start to dry out a bit.

Get an air con for summer, the biggest BTU rating you can afford. You need around 8000BTU for a 12x8 shed, around 10000-12000 for a 20x10 shed.

Raise a wooden shed up off the floor onto rafters or railway sleepers  for air flow beneath to stop the wood rotting,  put broken glass under a raised shed to rats from getting there or climbing up into the shed

You don't need any heat in winter. Chins like it cool. If you have the de-humidifier on that will keep it more than warm enough.  As long as the water bottles don't freeze, the chins will be happy.   You may need to acclimatise the chins if they're used to being pampered indoors when you move.

Make some heater boxes for the babies (a light bulb inside a metal biscuit tin is cheapest and easiest). These will then fit under the cages to be put in just before mum is due.

Try to place the shed in an area where shade covers it between 12:00 and 3pm. Work out where the trees are and the shade comes before you start building it.

Run power out to the shed by getting a trained electrician to do it. Use armoured cable to the outside world. Fit in electric sockets. If you can, get a separate power and light circuit. Run the light circuit back to the house with a switch. Then you can turn it on and off from indoors.

Make the lowest shelf at least 2' off the ground, saves bending down, also means you can store food, spare cages etc underneath.

Use fluorescent lighting in the shed, then replace the bulbs with northlight or daylight tubes. Same as show lights so you can help to see the blue colour in your chins, and helps the chins in the winter months. Usually only available from electrical retailers like CEF, rather than DIY stores