1. If you're doing a shed, then the windows and door should be secured; get keypad/key lock, self-locking, that saves you a lot of "did I lock the door", and "where's the key" questions. Get some security bars for the windows without making it feel like jail. Consider shatter-proof windows, or a nice steel mesh if you want to open the windows in good weather. Google some options. Get a steel door and steel door jambs if you won't want someone to kick in the door.
2. Put in some sturdier material on the walls other than half-inch plywood. Insulate, vapor barrier, etc. Make sure you have a solid foundation and water-proof where the wood may be in contact. Keep the shed 1-2 inches off the ground.
3. Get some proper electrical wiring and a shut off switch, or a sub-panel. If you want backup batteries, a consumer UPS won't do the trick especially if you want a rack of servers.
4. If you run cable from the house to the shed, do it undergound, use pvc piping and go at least 2 feet undergound. Run at least two cables and a string/wire to fish more in the future.
5. Get a good view without being distracted and bothered by glare.
6. Splurge on good flooring.
7. Figure out what your ideal desk arrangement is and build the shed accordingly (U-desk, L-desk,
8. Get cable locks
9. Backup to a location inside the house or "cloud"
10. Build a quality roof.
11. Sound-proof, especially the roof.
12. Have a security camera pointed a the shed and inside it if you can