If you lack the time, energy, know-how, or inclination to construct a cave or quinzhee you can maybe get by with a trench. You simply build a "foxhole" 2 or 3 feet deep and just big enough for your sleeping bag not to touch the walls (but also as small as possible, to conserve body heat). Pile the excavated snow into an encircling wall. Then lay skis or snowshoes or tree branches across the open trench and cover them with a tarp or space blanket or whatever you have available. Secure it with snow. The result, says my informant, can be an astonishingly effective shelter, especially as protection against wind -- though it's not really viable in stormy weather.
-- Colin Fletcher and Chip Rawlins, The Complete Walker IV (New York: Knopf, 2003), 442.