Heat It: Adding a heat source raises safety concerns and makes for more complex permitting. That said, wood stoves are a popular choice, in part because they're available in sizes to suit just about any shed. Most propane units are not rated for indoor use (check the UL listing first). Ceiling-mounted electric heaters reduce clutter.
Wire It: Always specify wiring in your shed plans when applying for building permits. Codes usually require a subpanel to serve the shed's circuit breakers. From that panel, run armored wire underground (6 inches deep is typical); where it emerges from the ground, sheathe the wire in a slip coupling to allow movement but prevent abrasion. ‘
Plumb It: Or maybe not. Building departments often consider plumbing part of a habitable structure, as in a small house. A water-free composting toilet can work, but it requires installing a roof vent and running a drain line to an external tank that must be amended frequently with wood shavings and cleaned out twice a year—a dirty job.
Light It: Study the natural light patterns on the shed site before building, and position any windows or skylights so work surfaces receive afternoon sun. Design ceiling-hung, wall-mounted and exterior path lights along with the wiring plan.
Insulate It: For multiseason shed use, retrofit stud and rafter bays with fiberglass batts, sealed under drywall or ¼-inch plywood. In a new shed, plan extruded-polystyrene subslab insulation to prevent the cold from creeping in through the floor.