Building an efficient outdoor home brewery is a fun and interesting hobby. The first thing to do is to make a floor plan of how your operation is going to work. Keep in mind the considerable effects of the seasons, and where you will be brewing. At some times, you will need to keep your beer warm, and at others, keep it cool in order to maintain a proper fermentation temperature range. Also consider the steps of the brewing process and how the flow goes. Place bins, burners, and sinks in an order that makes sense. Think ergonomics - you don't want to be banging your head on something every time you fetch grains or grab a brewing paddle.
The first thing you will want to build for your outdoor brewery is a nice level floor, if you don't have one already. A 10' X 20' platform is a good place to start. Unless you or a friend works in the concrete business, this will probably mean framing it in with 2 X 6's that are pressure treated and topping it with either 2 X 4's or plywood. Painting or staining the deck is a good idea, as the deck will get a lot of wear and tear. Thompson's water seal does a great job and goes a long way. If you already have a slab or a deck, you are well on your way.
Storing grains outside is a hard challenge. It is recommended to use your bedroom closet, but if that isn't an option, you will need to get a hold on some heavy-duty plastic trunks or coolers that are nearly airtight. You should store your grains in a container that is airtight to prevent bugs from getting into your brewing supplies. The same goes for hops, but hops really are better stored in a refrigerator to preserve freshness.
It can be quite inexpensive to acquire an old fridge to use for your home brewing supplies, plus it can be converted into a kegerator with a kegerator conversion kit. You will want to have an enclosure of some sort to keep the fridge or kegerator in working order or if you have the means, purchase an outdoor rated kegerator.
Having a roof over your brewery is as easy as getting a "some-assembly-required" carport from your local outlet store. These items cost less than $200 and provide all the protection from the elements that your home brewery will need. Painting once a year will keep the plastic tarp material from degrading due to sunlight.
Some shelves are always useful, and can be made from 1" X 12" separated by cinder blocks. You will also need a workbench and a propane burner. If you are knowledgeable about gas fittings and plumbing, you can make your own brewing stove by pillaging trashed ranges on the side of the road for their usable parts. Otherwise, powerful propane burners are available on Homebrewing.com or in almost any outlet store as parts of deep frying kits.
Keeping your outdoor brewery a clean and sanitary place to brew will require the use of a sink and many cleaning supplies: broom, dustpan, mop and bucket, bleach (not for use on stainless), and Iodophor solutions are all helpful. You can get a free standing sink from industrial supply or hardware stores, or at places like Habitat for Humanity's re-use store. With a few pieces and parts, you can convert these sinks for attachment to a garden hose, which can be run out from the house to wherever your outdoor brewery is located. If it is too far for a hose, you will need a water tank that will need to be re-filled occasionally.
Having an outdoor brewery is best for actual brewing operations, and not the best for storage of ingredients and carboys. It is recommended to store your brewing ingredients in airtight crates inside the house, and checking them periodically to ensure that bugs have not infested them. This is the most efficient way to utilize an outdoor brewery.