How many pins are you planning to run in your building? Any heating/cooling? How about lighting? How far is the electrical feed from the box?
If it were mine I'd plan for expansion and make sure there's a solid 10 or even 8gauge run depending on length.
I have a similar setup in my back yard, but I have a pre-fab 10x20 building for "stuff". I've ran automatic yard lighting several years ago with an outlet maybe 20 feet away from my building. The lighting run is 12gauge wire, about 150 feet in length with the outlet on the far end. It works great for the yard lighting, but if I want to operate power tools in the building, I run a heavy duty extension cord and plug the building in which makes the outlets live. For safety, I have driven a 6ft grounding rod next to the building and connected it to the grounding circuit of the outlets.
I am severely limited to the type of power tool I operate in the out building because of the length and gauge of wire. For example I have this exact (small) table saw:
http://www.homedepot.com/h_d1/N-25ecodZ5yc1v/R-202517808/h_d2/ProductDisplay?catalogId=10053&langId=-1&keyword=table+saw&storeId=10051#.UF388FF32So
It barely works adequately for cutting lumber out in my building while it works fine plugged into the house. If I were to put pins in there, only a couple would work along with lighting etc.
You might be able to circumvent local electrical codes by plugging your building in, but there's other things to consider.
Also security.
I would plan to put in a low voltage wire run from the building to the house for an alarm. Alarms do not need to be expensive, you can be creative. A simple fish line strung across the inside of the building connected to a switch when the structure is not in use serves as an effective motion detector. (Walk into the string and sets off the alarm) There's inexpensive door switches etc.
Sometimes burglars/vandals will enter a building through a back wall. They like to find a concealed hidden area where they can take their time and work the wall.
The same string idea, strung through small holes in the wall studs could serve the same purpose as the one on the inside. Penetrate the wall and set off the alarm.
Your alarm device inside your home can be a buzzer or bell. Or, of course you could always go with a professional installation. Loud games will advertise their location to anyone who can hear them. Some (bad) people equate games with cash and bring a wrecking bar to access coin boxes. I would never place a number of expensive pins out in a yard without some form of protection.
(I am not sure if this was a consideration or not)