Security wise, I have a very heavy duty bolt / hasp thing that is fixed in with coach bolts. I'll be replacing the screws on the hinges with security ones, and the door is alarmed - tied in wirelessly with the house alarm which is monitored. If anyone does tear the door off to get in, plod will be on the scene in a bout 5 mins.
They may have managed to get the mill off the bench by then...
Interesting idea re the power Robin - the only problem with it is that the garage, (where the power comes into the house and where the consumer unit is) is on the opposite side of the building to where the shed is situated. I'd still have to trail a cable across the garden to get to it.