Yea... a shed or a garage is best, because you can control the lighting. But don't forget, the call them "backyarders" for a reason. Don't be afraid to shape on your patio or driveway... anywhere that will allow you to sweep up or shop vac all the dust. Then hit it with the leaf blower. When it comes to glassing, just get a roll of red rosin paper and cover the floor. Just tape it down. Do two layers if your concerned about any mess at all. Then... get dirty. Oh... and keep an eye out for the Brookdale course in August.
I haven't shaped my own board but I heard greenlight surf supply is best place to get your stuff. It is only 49 dollar shipping for an epoxy kit.