If you have enough snow make a quinzee.

snow cave... and a candle... it doesn't need to be big just big enough to conserve body heat... with the aid of a candle. If possible lined with spruce bow or cedar... warmth and keeps you off the ground.

In a hurry you can use a dugout or lean too. Once adain spruce or cedar bow. ...

If you find snow covered conifers with low hanging branches ... instant shelter with minimum snow underneath. You can make a small fire beneath as well.

Snow Coffin
He is a link to a site for further explplaintion and building instructions.

http://www.pwiin.org/pwiinholt/snowcoffin.html

alean to or asnow shelter should do the trick

i'd say care a 10x12 plastic tarp you could make a good shelter with it build a small fire to keep you dry and warm

If you have a conifer tree with snow on the low hanging branches, you have a shelter essentially pre-made for you. What you will need to make the night bearable is some conifer boughs from another tree to use as bedding. Whatever you do, make sure you are not sleeping directly on the ground, as it will steal all of your body heat. You will also need a fire or some sort of heat generating device.

If you can't find a conifer, try a snow cave. The snow is a natural insulator, but if you are going to light a candle to provide heat inside, make sure that you have vent holes.

A snow cave would be the best in my opinion.

Oops!
I actually use a 3 season tent with a vestibule for gear, Plus a GORE-TEX Bivy Bag with my -30F sleeping bag.
I get icing inside the tent usually.
I snow camp on a regular basis when spelunking or cross country skiing, or hunting!

A house

The critical part of any shelter in the snow is ample insulation to keep your body off the frozen ground or it will suck the warmth right out of you.

a snow cave or an igloo

In the US Army Survival Manual the tree pit shelter is proble the best because it puts the snow to your advantage and is a perfect wind blocker. You should look up the manual it's free to download

agreed w/ most of you. hunker down in the snow. its a real good insulator.

For emergencys, I always carry a poncho with liner and a few body warmer heat packets in my pack.Assuming you are clothed in seasonal garb, put the poncho on, sit down with the pancho under your butt and your back against a tree, ledge, stump etc. preferably out of the wind. Curl your legs up with feet inside the pancho. Activate a couple of heat packets and you will be reasonably comfortable. As an extra, I personally also pack a very compact 6'x8' nylon tarp (about 1 lb., a 2 sided space blanket is good too))and a length of para cord, to construct a more substantial shelter. I go by the rule "plan to spend the nite" when assembling survival gear, as I have experienced it in sub zero temps.