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I've built and slept in one. This was in S. Louisianna during the summer, so it wasn't cold. It WAS, however raining cats and dogs the whole weekend. It was NOT comfortable at all. The leaves, etc made me itch constantly, and the mosquitoes and redbugs tore me up real good. I did stay pretty dry though.
I built one in the Advanced Standard class.
They are a great shelter if you're stuck out in the cold without a sleeping bag. and if you pack the INSIDE with debris too, they can be quite comfortable.
Mine took 5 hours to get right.
Clint Hollingworth
The Wandering Ones webcomic
http://www.wanderingones.com
The sure bet is to smudge your shelter.
I slept in this shelter every night for a week, It took me around three hours to built, but I did add extra debris each day, when I found extra time. The week I slept in it, it rained two nights, and got in the low 30's several nights, I stayed warm and dry.