There is a mandatory safety class you have to take where they walk you around the shop and make sure that you know how each major machine works and general shop safety. You also have to sign a waiver saying you are participating at your own risk. You DO NOT have to take that safety class if you are signing up for one of their classes. They will cover those basics during the class.

You can buy sandpaper, glue, and other consumables from them for a nominal price. Their hand tools are propitiatory though so you would have to buy a specific kind of orbital sandpaper, for example. You couldn't just get generic. They are reasonably priced though. There is literally a coffee can with money in it and prices written on the boxes with these consumables. If you think you might burn through enough sand paper on something, check the brand and price shop.

@cahudson42 I bored the holes in my sandwich top with a 3/4" power auger bit with the drill in a portable drill guide that kept it vertical and in a way a bit like a plunge router. The guide screw of the auger was dead easy to centre over the laid out grid points. The holes are dead straight and clean sided. The auger bit was new which probably helped. As stated I have three rows from an end vise running the length of the front as well as from the front vise and holes in the front apron to support long pieces as well.
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I am new to woodworking. I'm learning as I go along, and I'm documenting as I learn, in the hope of being helpful to other novices. On the range from slap-dash to deliberate, my method is definitely on the deliberate side. If you have enough experience to be confident in using techniques that are more time-efficient, go for it. The techniques I'm using are those I thought least likely to go wrong, not those that would produce a product in the shortest time or at the lowest cost. You'll notice that I made a number of mistakes, spent considerable time on work I later determined to be unnecessary, and in a number of cases I used different techniques at the end than I did at the beginning. These are all the result of learning. I thought it would be better to demonstrate how I made errors, and how I corrected them, than to provide a set of instructions that presented the false impression that everything went together perfectly.
I know, if you had a workbench, you wouldn't be building a workbench. Even so, you'll need some sort of work surface, even if it isn't as stable or capable as a proper bench. The traditional solution is to throw a hollow-core door over a couple of saw horses. The advantage of hollow core doors is that they're flat, stiff, and cheap. I used a folding table and a hollow core door I had bought for a future project.
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Workbenches have flat tops, though sometimes at the rear there is a cavity called a tool well that contains tools and components (and prevents them from falling off). One advantage of having the well set into the top of the bench is that, even with a variety of objects in the well, a large sheet of material can still be laid flat over the entire surface of the bench; the contents of the tool well offer no interference.
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The original design had a height of 35-1/8". Their two-layer top was 1-1/2" thick, so their legs were 33-5/8" long. I want a height of 35", but I'm using a top that's 3" thick. My basement floor is anything but level, so I'm using levelers that are adjustable from 3/4" to 1-1/2". In other words, I want legs that are around 31-3/4" long. (If you're not using levelers, your legs need precise lengths. The levelers give about 3/4" of adjustment, so precision is less necessary.
A shed is a great project to earn your sawdust legs on. It is just some very basic carpentry skills. You could build the whole thing with a circular saw, hammer, utility knife, pencil, and tape rule. Find a friend or relative that has some decent skills to help. You could do it in a weekend. Keep the size on a four foot increment to minimize wastee. I would recommend a 12 x 12 or a 12 x 16 if you can. If you don't want to cut any rafters (which is really a simple process), you can order small triangle shaped trusses for the roof from your local lumberyard. If you are using T1-11 for the sides, get the real plywood based stuff, no waferboard. Same thing for the floor, use plywood (treated if you like). Cedar for the trim, not pine. The visqueen underneath is a good idea. Insulate the walls inside to help temper temperature swings. Build overhanges into the roof all the way around, 12" is nice. These really are a fun project. You can add a small window with a flower box underneath to make it look a little homey too.
You are absolutely right on your advise. When I was agonizing over how to build a workbench my good friend turned me on to your book on workbenches. I was planning on having an overhang until I read your advise about building a workbench and not a table. So the entire front and rear surfaces; top, legs and bottom shelf are all in the same plane to clamp my work to. The addition of a sliding dead man was also something that I would have never thought of on my own. Thanks again for your advise.
Anyway, I'd like to know if I'll be able to keep (EDIT: and use) all my tools out there (current and planned) without having the shed become a rust-bucket for the tools and machinery inside. I'll have a 10" contractor's saw out there along with a drill press, a sanding belt, a router & router table, and lots and lots of old tools that I inherited from my Granddad years ago. I live in the Seattle area, so it rains A LOT. But I'm hoping that with the proper ventilation I can keep the tools in the shed dry.