For hay, an open sided barn is best as it will get a lot more dusty in a locked shed. Large stacks are best, small stacks are again more likely to get dusty. Hay in the middle of a stack will keep the best, so the bigger the stack, the better.
Haylage should be stacked neatly, and without damage to the wrapping. It's wise to put an electric rabbit net round the stack, about two feet from the bales, and just leave it till needed....