There's not much you can do. We had a mother and 3 cubs under our shed earlier this year until someone poisoned them (which is illegal). Even if your fox decides to move on, another will take up it's territory soon after...
Next time you need a pee run down the garden and do it round the shed. Human urine is a real fox deterant...allegedly. Although if it were me and it wasn't doing any harm I'd leave it be.
I commented to my wife that we probably won't see many mice around! Thanks for your advice guys! -I might even take the opportunity to photograph them!
We had a family of three foxes coming to visit us in the garden, they just sat there waiting for food which yes we did throw them, and they never bothered our cat. But we don't see them at all now. Howeveron saying that I wouldn't encourage them, they can get plenty of food from other neighbours, just leave them. Most of them are very timid and quite sweet, although I am sure other people with disagree. It is very unusual for them to come near people, they just tend to run away.
Our city foxes are very nervous of people. They keep the cats out of the garden and are too far from the house for us to smell.
Downsides are the occasional flea if they have been sunbathing near the house and of course they poo in the neighbours gardens. Mice, frogs, spiders but never seen them hunting birds, guess they have too much easy food.