A thought or two before you put up wall covering.
I have two rather inviting windows on my garage, framed by 2x4's. I drilled holes top and bottom of the sills and on either side. I then cut some rebar leftover from concrete work and slid them through the holes. This made a steel X across the window. The idea being to make it obvious that "No, you aren't going to break this window and simply climb through.
Though it's not too attractive, I didn't paint the bars either. To make it obvious that they are in fact steel.
A rollaround toolbox will immediately draw the eye of any thief. Realisticly, I don't actually roll mine around, it has a spot it stays in. I drilled a hole through the 2x4 upright behind it. I then put an old leaf spring U-bolt through it. I also drilled to holes in the back of my lower toolbox. I backed the box up tight to the wall and trimmed the U-bolt ends to fit. Then I could in essence bolt my box to the wall. Actually the box didn't go flush, I drilled two holes in a spacer piece of wood. The top box is bolted to the middle box, which is bolted to the bottom box. The drawers have come out to accomplish all the bolting and unbolting, so as long as the drawers stay locked it would be a job and a half to steal.
Later I unbolted it so I could put up wallboard.
Simple stuff you can do with variations on other equipment to secure. If doing something along these lines appeals to you you'll want to get it done BEFORE your wallboard goes up.
Also workbenches are easy to make nicely secure to open studs. Likewise if you think to add a couple more handy electrical outlets.
I actually only use wallboard on the parts of my walls that are too high to comfortably reach. The rest is all pegboard.