That's a good one Codger, we called it the "bow", take two or three saplings that are close by, and string them together about 7feet up, as high as you can reach. Must have a tarp or panchos to pull it off, or a crap load of debris.
The standard teepee style structure.
Take about 5 to 15 branches, deadfall type, that are at least 7 feet long, and anywhere from 2 to 5 inches in diameter. lay them out, in a bundle with all the fastter ends evened up, and the skinny ends at the other end.
'Loosely' tie them at the end that will be the top. It has to be loose enough for them to be able to be splayed out at what will be the bottom. Stand it up, then start pulling out the "legs". The farther you pull the legs out, the shorter and sqautter the teepee frame will be, but, the more floor space you will have. It's a balancing act, I wouldn't exceed a 45° angle. 60° is better to shed rain. Throw a tarp or several panchos over it, or start laying up bark, sticks, debris, of any sort. Leave a smoke hole near the top.
I'm going to do a pictorial of this method, someday, it's something we learned from a scoutmaster who was part indian. It's called the "one man teepee".
Next one: find a rocky outcropping, and basically build a near vertical wall to connect ground to overhang using branches as the frame and debris as the wind break.
There is the Snow Cave or the igloo, but I'll never use that in Maryland.
The most simplistic is the string and tarp shelter.
http://www.m4040.com/Survival/Skills/Shelter/TarpShelter.htm
The dugout, or ravine shelter. (Watch that it's not a rain/flood path)
http://www.m4040.com/Survival/Skills/Shelter/DugoutShelter.htm
The dogout shelter, made in the side of a hill. Seems like a lot of digging, but, once done, seems like it would be really warm and cozy with a fire.
http://www.m4040.com/Survival/Skills/Shelter/Hillside/Hillside Shelter.htm