Pole sheds are simpler and cheaper than your typical sheds. This is the main reason why people often prefer them. Most pole sheds have no foundation other than the concrete deck piers that support the vertical beams. The floor itself is typically just the compacted ground. Of course, if you decide to build a pole shed you can later put some gravel or even concrete on the floor.
In the past this type of constructions was mostly used for barns to keep livestock and hay inside. Nowadays, due to their advantages, pole sheds are often built to store tools, food etc - anything that you would normally store in a garden shed.
A rule of thumb is that a pole shed costs 50% of the price of a "regular" shed, and can be built in half of the time. Now I guess you are being heated on the idea, no? :) If you want to learn more about the basics of building such shed, here is a page that provides short schematic information for a start.
It's all good, eh? Well, there are some disadvantages of pole sheds. One is that without a stable floor the shed could become a bit unstable over the time. This is less of a concern in practice than the weeds that will grow out from the floor. Rats, moles, etc can also find their way to the shed through the ground. All this doesn't happen too often, but can happen. There are quite easy ways to handle it though. Pouring some concrete or gravel was already mentioned. I like also to just drop some paving without sticking it to the ground with concrete. This is enough to stop weeds and moles.
How To Build a Pole Shed - Guides and Plans
OK, let's get to action. I'll give you links to several decent guides and pages with plans that can get you started right away.
This one here is a basic introduction. Don't expect to learn tips and tricks there. It will help you to understand the building process you are going to go through.
Dan's sheds offers "Amish-quality" pole barns. I am not advertising it here (I have not tried their products), but giving you the page because of the nice drawing and the useful FAQ under it. It can help you greatly with building. And if you decide to just buy ready shed, why not.
A fairly detailed and not bad guide on building a pole shed is available at HowStuffWorks. It covers the choice of materials, the building process, the insulation, and using kits.
A Squidoo lens with some drawings is available here. The pictures are small however. Looks like the author is mostly hoping that you'll buy his guide, which no longer exists.
Much better than that is the Wikihow guide. With a lot of pictures and attention to the details it will answer some of the most important questions you may have.
I love also the MotherEarthNews guide - How to Build an Inexpensive Pole Barn. It's a very good read from 1995.
If you are more into personal stories, read how one man built his pole barn house. Actually, just don't miss this read. It's very detailed and will give you a lot of ideas and knowledge if you want to build a pole shed or barn.
And finally, if you prefer a book, check this one: Practical Pole Building Construction: With Plans for Barns, Cabins, & Outbuildings