Particle board and plywood are composed of pieces of wood products that have been pressed and glued together. Although they are popular siding materials for storage units, they are not most people's first choice in regions where it rains a lot. For if water does work its way into these products (a possibility enhanced by their composite nature), then you're lost.
If you'd prefer that most of the work be done for you, then just select a shed from your local home improvement store and ask that it be delivered and assembled by the pros. But those who are handy may wish to save some money and order an outdoor storage building kit that comes with assembly instructions.