I have done both, used OSB underlayment and the 1X4 purlins only as well. My big house just has the purlins with the metal attached, but it is a big building. If you use OSB, then you need to use tar paper and flash the edges or you get damage around the outside and moisture can damage the OSB. Not that I did this to my earlier coops. Like I said, I have learned from mistakes. Are you planning to have the coop raised or is it going to be tall enough to walk into?
I opted for the cheaper siding on most of my stuff, it is like an OSB type, and did that to save $. Looking back, I would have used T1-11 on the big building if I had it to do over again.
The thing I like about the steel too is it is easier to put on, and faster, and lighter. Just don't try putting it on in the wind, and don't leave it stacked where the wind can pick it up and blow it.
There are so many options on how to build coops, it can get a bit confusing for someone just starting. There are basics you want to stick with, but the rest is a matter of how much money you want to spend and how fancy you want to make it.
