I'm growing in a detached garage that a previous owner divided into 1/3 - 2/3's split. The back 2/3's is about 13' x 13', and that's where my two grow tents are (2x4 + 3x3). That area is fairly well insulated at this point, and that makes all the difference in the world. The outside temps here vary but this time of year average in the mid-50's during the day and the mid-40's at night. I'm running all COBs, which do not produce as much heat as other lights, and I'm totaling about 750 watts output. At this point I'm dealing with too much heat, not too little.
I'm having some humidity issues there, but the dehumidifier puts out enough heat that I can only run it when the lights are out (for me that's at night). Our outside temps are still moderate, but fluctuate a lot depending on which direction the weather is coming from. So far I'm constantly adjusting things out there to deal with temperature fluctuations. Once it gets cold enough here to run a heater on a separate thermostat, things should start to take care of themselves.
I would recommend insulating your shed if its not already, check your humidity since it's a closed space, and keep an eye on your power usage -- once you start to add heaters to the mix you want to know your total power usage vs. your amps going in. If its not an insulated space, running a heater can get very expensive because its going to work hard. Just some thoughts.