Mine is on a brick base to around 450mm high. Then pressure treated timber from there. Sheeting is OSB inside and out with 100mm thick polystyrene insulation in walls and roof. Roof is plastic coated metal and I managed to get vinyl cladding to cover it in. Looks quite good even if I do say so myself.
If you are worried about security then brick is the way to go or insulated metal cladding on a steel frame building.

Ian