The one storage solution I have not (yet) seen get hit by thieves is the Conex box type. Some places have lots full of these in 10', 20' and 40' sizes. They are pretty secure.
Packaging makes a difference in rental storage. Having your stuff densely packed in a construction grade gang box makes it less likely to get lifted.
This model weighs 190# empty. Full of ammo, maybe a firearm or two, some tools, etc. it is not getting moved out of the shed without a forklift or enterprising thieves with a low trailer, rollers, pallet jack, come alongs or Tommy lift gate. It double locks with two padlocks.
This also will work if you're storing stuff at a friend/relative garage or house- At the very least it helps keep idle curiosity at bay. It also deters the "Smash and Grab Artists.
Five gallon Culligan jugs are a slick way to buy and store bulk water. We keep about ten on hand at any time and rotate them through the dispenser. That is 50 gallons of water- Sparingly used it will last for a while.
Any dry edibles are best stored in plastic buckets to prevent rodent and insect damage.
I like to keep enough plywood and screws around to secure broken windows as needed. This is more in case of environmental damage (wind, hail, falling tree, etc.) but still useful.