Our doors face NE, also the (double glazed) windows as rain/wind usually comes from SW, but we have found that snow (and especially if it is drifting) comes from the NE - meaning we had to make sure there is a shovel outside the shed in winter so we can open up in the morning...
I think whichever way you face it, there will (soon) be a day when you think now why did I not put it the other way round...
However windows to the south may make it quite hot in summer, mine was still quite cool recently when it got fairly warm up here.