Shipping container easiest. Although any building can be broken into. Container is most secure of three choices.Heat and condensation resolved by installing ventilation louvers. Add a solar power exhaust fan with thermostat control.
/ Budget-Friendly & Durable Parking Option for My Holland 1925 Tractor
For me I would go the enclosed building route and throw a cheap insulation in there at some later time. (sooner if you put a metal roof on) It also keeps the rodents out which can be a problem with electrical wires sometimes.
Enclosed building or container you need to know how TALL your tractor is also. And if you can remember to fold it down every time you park it if you get a lower door entry. Now and "If or when" you decide to upgrade to a larger tractor?
A battery powered grinder or a bolt cutter has no preference'a for a padlock on a steel door or on a wooden door. It just keeps the lazy thieves out. Which is what you mostly want to do anyway, just make it hard enough for them to give up on yours and go to your neighbors?