Sorry, assumed that you wanted a wood shed. If you want something more substantial then that's easy enough if you have the time. Just look at the quality of blockwork on some building sites and you will see that it's not hard to build something of an equal standard, if not better.
My first workshop was blockbuilt with a slate roof, 25' x 10'. I did the whole thing from the footings up using a rubbish cement mixer from Wickes. Groundwork was the biggest hassle so I just dug down to firm ground, dug a bit more and laid foundations reinforced with steel bar. After that it was a case of laying a course or so each night after work (I built it in the summer so light nights).
I got all my info from the excllent 'Building Construction Handbook' (see
HERE on Amazon)
In retropect I was a idiot not to get planning permission and not involving planning control and if I was doing it again I would make sure it was fully legal. As it was I built it over-regs with bigger section rafters, etc. so that if they ever caught up with me then they couldn't say it was substandard.
As it happened, the buyer of my house obviously liked the workshop so despite it not being on the plans she and her solicitor didn't bring it up as a problem. In the end she converted it into an office with a little bathroom (I guess it's actually a guest room and she is avoiding any planning hassles

)
GC