Chicken wire comes in several sizes, presumably depending on the size of your chickens
I've seen 2", 1" and 0.5" mesh.
Mike, you live in the countryside so I guess you can easily get the stuff from a farmers supply place which is likely to be a lot cheaper than DIY stores. You really do need to cover all 6 sides of the shed with continuous mesh. Including the door and window. Smaller mesh will give better screening and 2 layers of mesh will be better still though I'm not sure what benefit is gained fom separating the 2 layers as Ed suggested.