Martin,
I suggest that you look at the local builders merchants for the best price on insulation, Buildbase etc. The sheds are not the cheapest. I only quoted the Wickes price as I could find it on line. Most of the trade places will sell stuff to anyone, maybe not at the lowest trade price but better than Homebase. Check out the bats (sheets) as well as the rolls, easier the handle and just as good, they are used for filling cavity walls.
The free adds or freecycle often have odd/part rolls offered were someone has bought more than they can use.
I have used rockwool bats in the shed and lined the gap in the workshop doors with 1" polystyrene. I have bought a roll of the metalised bubble wrap to use in the roof of my workshop, just need the tuit for putting it up.