I'd say: You aren't making the shed large enough! Double the size, and it will take twice as long to stuff it with all kinds of things! Might even have room fer a lawn mower or small lawn tractor! BTDT!
As for the nailer, buy a reputable brand, not one of those cheapie things. They will haunt yer purse, every time you hammer in another nail with yer claw hammer!
Sage advice, with tongue in cheek, by Rusty Jones

If you are serious about getting a good nail gun I'd take a read through this article.

Tools of the Trade Nail Gun Review

The best written article I have seen on nail guns. Or you can browse through what FH has to say:

Fine Homebuilding Nailers Articles

I would think a coil nailer would be on the heavy side fully loaded, and not really necessary to build a shed. However a coil nailer would be preferred for working on the roof. I have a Porter cable FR350A round head nailer. It holds around 50 nails in the clip. I'm had zero jams and its built two sheds and a basement. Its not the best gun available, buts its a great value. Whichever gun you decide, make sure there is a big selection of nails available at your local homecenter otherwise you'll have to order nails and I bet shipping will be expensive.