Window flashing tape? Inslulative expanding foam? No, no.

On further consideration, we decided this window flashing tape is designed for fully insulated houses, and would be overkill on a shed.

Insulating foam: we don't use it. It's environmentally unfriendly and doesn't age well, old foam just disintegrates everywhere. On a shed, unfinished on the inside, it would be exposed, and unsightly, too.