Build a shed.
I'm going to tear down my existing shed and make another one further back in the yard.
You could probably do it for under $400. Just get some 2x4's, plywood and some cinder blocks, cheap shingles.
As for the garage. just get some flourencent bulbs from Lowes/Home depot. They have 4' sections for $18 or so bucks. Throw a few of those up and you'll be set. Hell, I have 2 8' and 4-4' footers in my garage and it about the size of a 2 car garage. You can NEVER have not enough light in a garage .