Another quick way to build a shelter is to build a structure out of whatever is available (usually dead wood and "second rate" - the good stuff goes into the bed - spruce boughs), and then covering it with moss (the kind that grows in thick mats on rocks, "armored" with blueberry "bushes"). This moss is virtually waterproof, at least I've have slept dry in some fairly good downpours. Around here blueberry is a low (12-18") "bush" that grows just about everywhere in the pine forests. As is lingonberry and some others, whose Latin names I can't recall at the moment. All do a good job armoring this moss until you can roll off thick blankets from the boulders, lug them to our shelter and roll them out; "instant shelter". If you have the time and inclination you can first cover the shelter with a thick layer of spruce boughs, and use the moss as a water- and windproofing shell. I have slept well in such (unaugmented) shelters wearing a fairly thick wool shirt and hat at app. 40F/5C, no fire or hot rocks.
Sphagnum moss is especially effective as an insulator after it's dry, though. I have found this to be extremely useful, especially in regions like mine where ground debris of any quality is scarce or non-existent at certain times of the year.