Hi Zelda Mine is a builder's bias, but I can't imaging assembling a pre-built shed. Spec building (from scratch) affords you the opportunity to build it exactly the way you want it and prefabs (at least all the one's I have seen) are well below the quality I would accept. Spec building, depending on the style and features, will usually cost the same or less than a prefab.
Plans are available in books at most large home improvement centers or you can check your local library. The trick to building a nice shed is to have the tools, basic carpentry skills (or access to a friend or family member who does and will assist you) but most importantly, the will to do a good job. Both the New Yankee Workshop and Home Time have built sheds as DIY projects....might want to visit the PBS homepage for these two shows and see if you can get the video(s).