Man made snow cave or improvized igloo.So much as a candle inside either and its quite comfortable(poke vent holes)

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.

I prefer to make a lean-to structure. The snow falls right off.

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

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

I would do a lean to. Use the snow as an insulator and build the walls with it. Line the inside with pine bows for a little comfort. make a small fire pit and have some ventilation