Keep your shed locked.

The timber on sheds is usually thin and unsuitable for attaching a lock. Fix wooden batons to the inside of the door to strengthen it.

For the lock, a 'hasp and staple bar' is recommended. It has a hinged hasp secured to a door and a staple secured to the frame which then clamps together using a padlock.

A 'close shackle' padlock is a good one to use. A cover conceals most of the shackle to deter attack from bolt cutters or sawing.

For sheds that have exterior door hinges - replace existing screws with security screws. They are designed so that they cannot be unscrewed once they are screwed in.

You can also take the precaution of chaining and padlocking together more expensive items like lawnmowers and cycles.

You could also consider having a strong lockable box or cage inside your shed for tools.