80% of the work we do is still data, and it's where our company's roots lie. The one thing I would say to any of you planning on working with data with no experience is that you're very likely to get call backs if you don't know what you're doing, and some of the questions above seem to suggest quite a lack of knowledge. What you're basically suggesting is the same as someone wanting to spur a socket in their house using speaker cable - "well it works when I plug it in so it must be ok!"
Data cabling is far more prone to damage and not as well protected as mains cables. There are many factors to take into account, as there is with electrical work. It took many years of experience for us to get to a stage where all our installs pass all the tests each time, as it is something you obvoisuly get a feel for over time. Our testing kit also cost £3k for Cat5/Cat6 so I'm not sure what you'd be planning on testing these installs with to make sure they comply with standards and will do the job your customer wants?
Sorry if I seem a bit harsh but people are always whinging on this forum about cowboys doing electrical work without knowing what they're doing and as we regularly lose work to cheaper sparkies who don't know what they're doing with data this touches a bit of a nerve with me as it's exactly the same thing. Only difference is there's (normally) no danger to the customer when they cock it up (apart from dangerously slow transfer rates!)
Re the courses I've never seen any decent ones advertised, might be best to do some reading on your own first to understand the principles and get practising with some punching down and testing. Continuity testers are a waste of time and won't prove that it will do the job, just whether or not you've crossed or mixed up any of the pairs - best to get something proper or leave it to someone with the right kit.
If you're just looking at a few nodes in a shed then to save yourself the hassle you could always just buy some pre-terminated (and tested) leads, and just pull a long one through ducting from the house (or use external Cat5 over a wire), then just use patch leads from the switch in the shed. And don't even think of using a hub, it's not the 1980's, you want a switch. As someone else said, the Netgear Pro stuff is ok for small installs like this and is pretty cheap. Anything bigger we usually use Procurve