I'd certainly go with the shed. Cover the floor with pine shavings. Until you get a small door cut, you could just leave the regular door open. Give him somewhere to roost at night, like a branch hanging across or a broomstick, they like to be up high and the poo will mostly drop under where they sleep. Shut him up in there for a couple weeks first until he realizes it is home, with fresh food and water every day. After he realizes it is his house he can be let out and he will come back on his own, esp if you have ladies for him! You will need nest boxes for them but not him. You can just use a big pan as a water bowl for now and another bowl for feed. You don't have to have a fancy feeder right off the bat. Buy him some general chicken food, not layer pellets, he doesn't need the calcium. Later when you have your girls you can just feed layer pellets though.
You can give him sunflower seeds for treats, or table scraps except for potato skins, onions and garlic and things in that family. Just make sure most of his diet is his chicken food or garden plants.
This is a good time of year for getting chickens, a lot of supplies are on sale. But most of them are for chicks. You want adult hens for his friends, not chicks, so look on Craigs list for someone selling some adults. And you want more than one female, he would "wear her out" if he only had one. Roos are that way.
Oh, and he probably won't need a heat source, just close the door at night. And when the coop is more full ventilation will be something to work on, but at this point with just one you won't have a problem.
