If you do this work yourself and something happens to your house or sheds your insurance will not cover it and they may cancel your coverage on the rest of your house.
I'm not saying that anything *WILL* happen, but you know ...
Anyway.
You'll probably want to dig a trench and run the circuits in conduit. It's not a difficult job ... but it IS hard work.
You'll want a 40-or 60-amp subpanel in at least the first shed that feeds from a 40-or 60-amp breaker in the main (house) panel. Even if I did it myself I would NOT use an existing circuit in the main house. I would definetly have a dedicated circuit with a sub-panel. It's just not safe to do it any other way. You may need to cut the power to the entire shed at some point.
I'd at least go to the bookstore and get a How-To book that is dedicated to wiring. The all-in-one how-to books won't go into enough detail. I have a book by Black and Decker that explains EXACTLY what you want to do.
http://www.amazon.com/exec/obidos/AS...005697-7615113
I'm not sure if the book in the link above is still the same as the one I've got ... but it's the same title and press.
Good luck.
BTW - I hired a licensed electrician to run the conduit and put in a 40-amp subpanel in my shed. It was about $500. After the inspection I installed the receptacles and lights myself.