I don't know what Texas requires, but we have to have a final inspection and sigh off from the Building Dept. in order for the power company to heat up a new service out here in SoCal.
You might have a problem getting a new service hung on a building on skids. You might not want to mention that to the Building Dept., or the power company.
It is also kind of dangerous to have leads dropped down to a shed that can accidentally be moved too far, and cause the leads to drop, or short out.
Maybe you could get a service on a pole, like we do for temporary power on jobsites, and then run a connection to a sub-panel inside your new shop with a waterproof flex line. That way you can move your shop around without worrying about the drops from the power pole being compromised. If you want it in a new location, you can just run a longer conduit to that location.
As far as power needs are concerned, unless you're going to put AC into the shop, HAWGFAN is right. 200 amps is overkill. Of course, the cost for a 200 amp panel and breakers isn't all that much more than for a 100 or 150 amp panel, so it probably gives you flexibility in the future.
Let us know how it turns out, and post some pictures.