Well we store ours in the wooden potting shed, or are you asking about pots with plants in?

I'd store them in a frost free place, especially if they are wet ... otherwise they might crack.

Definitely put them in a frost free place if they've got plants in them, because if the soil freezes, they are quite likely to crack.

However, there are frost-proof ones to be had, but only you would know if any of them are that type. It would have said so on them when you bought them.

Our potting she'd goes below freezing but, empty and dry the pots survive.in fact those planted up with bulbs survive ine the cold green house and frames too.

Most garden centers have a stand outside displaying exactly the same clays. These have a slightly polished surface and a thin, printed sticker displaying the bar code and price. These are made in Germany and are frost proof.
On the other hand supermarkets sell clay pots that have slightly rough and porous structure; these are made in the Mediteranean countries and are not frost proof.

the difference between a frost friendly clay pot and one that isn't is the heat of the kiln . I suspect the polished surface as mentioned by bulbaholic have been sprayed with a sealent like Thompson water seal which is worth it if you have quit a few or have expensive ones . if fired above 1100 degrees clay becomes un poress but the extra heat would cost a lot more .

they need sealing inside and out before planting .

As wood is a better insulator than metal I'd go for the wooden shed.

I agree sg x

A wooden shed - metal sheds are a bit colder inside in winter.

x NP!!

x sg

This is getting interesting !