Thanks Laurie L! The other Laurie made a good point that unless I insulate the ceiling of my shed, there's no point in insulating the walls. I won't be able to insulate the ceiling since that is where I plan on hanging the ducting and exhaust fan. As such, I will most likely not finish the inside, which means I won't need to worry about the house wrap.
The space will be pretty small (6'x8'), so I should be able to keep warm in the winter with my torch and space heater and cool in the summer with a small window a/c.
If I do decide to finish the walls, then I'll definitely get the house wrap.
Thanks again! You guys are awesome!
Karla