Thank you all so much for the replies. Certainly got me thinking!
I think you may be correct Frosty, brick is pretty permanent after all, if i'm not happy with where its sited then i can change it around. Would gas be a an ok starting option? I'm just thinking its more mobile as a chimney and flue wont be required. That way I don't have to go punching holes in my shed roof just yet!
PS Rob, sorry totally missed that reference, doh!