It depends on many local factors. Consider the materials used locally, how dusty the area is, and how hot the area is. Generally, we prefer to use masonry block and concrete for the walls and concrete floor. For the roof, consider factors such as tropical storm frequency in the area. If the area is subject to tropical storms with high winds, then consider a concrete roof.  Also consider thermal mass and/or insulation of roof to minimize heat transmission.
PSA plants are much more expensive if provided in a container (also the time to build is longer). The advantage is ease of installation without a building, but a support building will be needed to manage cylinders that are being filled and the manifold for the cylinder supply (primary supply or backup supply) to a pipe system.
FAQ by Assist International