Do not be fooled into believing siding fixes everything. I was one of the structural engineers who studied and reported on the effects of hurricaines Andrew, Hugo, and Floyd and whose recomendations in part made up the new wind codes for the International Building Codes, (IRC/IBC2001). The first failures normally occured at large openings in the walls. Picture windows, garage doors, and improperly braced walls were almost universally the point of failure in most cases. In a good number of cases it was discovered that in Florida the wall and roof sheathing was attached with nothing more than staples.
However just as many dog houses and other out buildings lay in ruins after these events as did houses. In one case we examined, the roof of a poorly constructed chicken house was driven completely through the bedroom of a nearby house killing four children inside. In high winds it is frequently airborn projectiles which do the most damage.
I do stress that some framing may be lightened for a chicken coop because normally they have a lower exposure rating than a house. That does not mean sheathe it and forget it. In a time with worsening weather patterns due to huge environmental changes, anything you build needs to withstand these more violent forces. Within the pages of this forum are numerous accounts of people who lost coops, runs, and beloved livestock all across the south and midwest during the tornadoes and storms that plagued much of the nation this spring and early summer. We are yet to come to the primary hurricaine season in the gulf and east coast.
My advice is do it once and do it right. It takes very little extra time or materials, and may save you a ton of expense and grief later.