I did something like Dave9110 suggested.  I put a wall 6" wide just inside the door that is 3' into the ground and sticks up just high enough for the bottom of the door to slide along.  It keeps the door from blowing into the building when it is released from the center support.  I didn't put any concrete under or in front of the door, but if you go deep enough, heaving won't be a problem.  An extra foot or two of depth on a 6" wall doesn't add much concrete or cost.  It is a bit of a speed bump when entering or leaving the shed. That seems to be the biggest downfall.