The chain as Dan says or use cable. Cable cant be cut with bolt cutters, you will need to oxy as well. This is a good visual deterent.
Can you make the boat shed NOT visible from the road e.g. fences (with gates), trees etc. Not sure of your access, but if they dont know it is there then less of a problem.
Dont leave it at home when you go on holidays, I will look after it for you!!
Regards Adam