How should I reduce humidity in my storage shed?
You have to decide whether the relative humidity of your environment is adequately dry for your storage needs. If not, you have to reduce moisture. We can't really say what's right for you.
It sounds like you have the space sealed up fairly well. For that reason I'd consider just using some bulk desiccant. It won't cost electricity and you won't have to worry about emptying buckets or pluming a drain line. If the building isn't very well sealed or you open doors frequently this could get expensive.
The best bet might be a window air conditioner. This would cool and dry the interior while keeping the generated heat outside.
Otherwise you could run a dehumidifier, but that creates heat and you'll probably want to plumb the drain line out somewhere. You wouldn't want to dehumidify and ventilate because you'd never catch up. This means the heat stays inside until it is conducted out through the building envelope.
I don't see ventilation being a great option. By reducing the interior temperature you may actually increase the relative humidity, and you introduce more mold spores than you'd have otherwise.