My steel shed is like fridge in winter, sometimes it is warmer outside of it, it has no electrical power, I did once think about putting a underground cable to the shed, but I would have to dig a channel and go under 2 concrete paths, which is too much like hard work, so I make do with a extension cable to power my electric heater and lights.
Only good thing about it, it does not suffer from condensation, roof leaks a bit though.