Another thing you might consider is building a Conex cabin. Conexes can be bought relatively cheaply. Put in 4 cement piers for the corners to rest on, and get it dropped on site. Build a beefy wall with a security door just inside the big swing doors. When you're not there, close the swing doors and secure with 4 shielded padlocks. You can start out with a couple cots and a propane heater, and go from there. Pick away at finishing the inside. You have a pre-built secure location to store your materials, and it will eventually evolve into the final structure. Plus it's easily expandable. Plop another one next to it, fasten them together, and torch out a doorway. Stack one on top for a second floor.
If you can't tell, I'm a huge fan of shipping container cabins.