The above diagram shows how a 6 x 4 Garden Shed could be converted to a Chicken House, all that's missing on the diagram is a pophole should you need one.
The advantages of a Shed are that it's much easier to clean as you can stand up in it, it gives the chickens more space to wander around in if you're not letting them out until after sun up and a Run can be built on the side to your own size requirement.
With windows, I would tend to whitewash them so the light still comes in but the Shed does not overheat during the Summer. Chickens do not like hot much.
If you intend to keep your Chickens in one place, this is an ideal option to the norm.
For more info., go to the Garden Shed to Chicken Shed page