With sheds stability is the key. If it is only a small shed 6' x 6' or less it shouldn't be a problem. Bigger sheds (with more contents and therefore weight) will benefit from having slabs to rest on. Get the cheapest you can from Wikes or a builders merchants as they won't be seen. Or go skip diving and get em for free.
The trouble is, in a high wind, your shed's liable to take off if it isn't anchored to a firm base, or it mioght life at one end, allowing rats to get in underneath. Have a look at this - it makes things very simple -