In reply to Pesda potato:
I think it depends on the type of key it uses - the cylindrical keys are potentially very easy to get through - plenty on Google/YouTube about that. There are, of course, other methods of breaking a D-lock, which I won't list here.
I use MasterLock and Oxford motorbike chains secured to ground anchors to secure all our bikes. My best bike has 2 of them. I try and position them such that the lock is as awkward to get at as possible, to stop it getting drilled.
As mentioned by Rob, the invention of the cordless angle grinder has effectively made any security a bit redundant - all you can do is hope to slow them down enough to make your bikes a less attractive target than someone elses.
Some sort of alarm in the shed would be a good idea - I've been giving some thought to extending our house alarm to the garage.
The trick is not advertising if you've got decent bikes. It's apparently getting more common for people to be followed home either from trail centres or if you've got bikes on the back/roof of your car. I've even heard of thieves fitting tracking boxes to cars to save the bother of following you physically. Also, when you're home, don't leave bike racks on your car/van - which we're pretty sure is why a friend of mine was targetted - 5 bikes stolen.
If you've already been broken into and had bikes taken, there's a good chance you'll get broken into again in a few months time when the thieves figure you've bought the replacements. Happened to the friend mentioned above, but they heard them the second time - his garage is now like Fort Knox.