Actually, where you live determines which way the open side of your lean to should be placed. Here on my part of the west coast, our storms generally come from the south and west, so we don't want our openings facing either of those ways. I have seen both east and north facing openings work well.
Make sure your lean to has enough room so that a dominant horse can't keep others out. The best one's I've seen for this tend to be the depth of a stall but fairly wide. Providing more square footage by just making a bigger box is not as good, in my opinion.
Make sure the ends of your metal siding near the ground is not sticking out in such a way that horses can cut themselves on it.
Isn't it exciting to be getting a new shelter for your horses? Congratulations!! Pictures when your done?
Jayne