Shelter should be your #1 concern in a survival situation. Actually, shelter should be your number one concern every single day. To prove it to you just look at how you dress every day and how that changes each season. I bet you live in a home, under a roof with walls and drive an enclosed vehicle.
Dressing appropriately for the weather has been ingrained in my mind since my youth when my mother would yell at me to put on a jacket before I walked out the door. Not having the appropriate form of shelter could turn an ordinary occurrence into that situation where your actual physical survival is at risk. According to the survival rules of 3 not having shelter could result in your death within 3 hours in harsh weather conditions.
What's the best form of shelter that you can and should always have with you? Do I mean that you should carry around a tent or a tarp? Should you know how to build a lean-to shelter in less that three hours?
What I am referring to is a quality Gore-Tex (waterproof/windproof) hooded light to medium weight jacket. You would think that this is common sense. From my experience it is not. I guess not everyone's parents were as diligent as mine were. They ensured that I was properly prepared for the outside temperatures before they sent me out to play with my friends, or to my inevitable death from exposure if I didn't have my jacket. Or maybe they just wanted me out of the house as long as possible. Regardless, doesn't being comfortable make outside playtime more fun anyway?
In harsh weather conditions the number one, two and three rules in the outdoors are; 1. Stay dry. 2. Stay dry. And 3. You guessed it, Stay dry!
I prefer a medium weight jacket over lightweight because it is more durable and versatile in all seasons and places. A lightweight rain jacket may be made of rip-stop nylon but it may not have gore-tex or another layer of fabric that is both waterproof and breathable. Fabric coatings just don't cut. Gore-tex is the first, the original, and the best if you ask me. That's why I stick with it. Yes there are other excellent fabrics available that do the same thing. Do your own research and figure our what will work best for you. A medium weight jacket will have a durable outside fabric and a layer of gore-tex or other breathable/waterproof/windproof layer.
This jacket should have an integrated hood because you're just not gonna stay dry in a rainstorm without it. Most of our body heat escapes out the top of our heads so it is important to keep our heads covered and dry. I prefer dark color jackets so that when it is cold outside but the sun is shining I can benefit from the extra warmth of soaking up the heat of the sun.
I also recommend that this jacket is long enough to cover your behind and that it have velcro straps at the wrists. The hood should be able to cinch down to help keep it in place when it's windy and keep your body heat in.
In addition to a quality jacket it is also a good idea to keep a pair of inexpensive polypropylene, or other synthetic material, gloves and long sleeve shirt/pullover with your jacket. That thin layer of material will help to wick moisture away from your skin and keep you much more comfortable. Being comfortable in an emergency situation is essential to a positive state of mind. This layer is also an important way to help you stay dry from sweat and it will dry quickly if it gets wet. Layers are important in both preparedness as well as clothing. Make sure your jacket isn't too tight so as to restrict movement and that it is large enough to allow you to wear even multiple layers under it.
Another item that I find useful and versatile is a Shemagh. Essentially it is like a large bandana or scarf which can be worn in many different ways to shelter your head and face from harsh weather. Wind, sun, heat or cold.
Your vehicle is an excellent shelter. In an emergency situation you should stay with your rig as long as possible. My blog post on 72 hour kits describes vehicles as another layer of preparedness. There's no reason to have an empty trunk. Keep it full up the stuff you might need in an emergency.
If you find yourself in a city or small town I bet you'll find lots of different kinds of shelter that will allow you to get out of the rain, the snow, the cold, or the heat.
Shelter building is an important and fun skill to learn but how critical it is depends on where you find yourself the majority of the time. Most of us live and work in urban centers where there are lots of people, buildings and vehicles. Shelter is not typically going to be an issue as long as you have that one key item I mentioned above. A quality jacket.
A good jacket can save your life. Make sure you always have one with you. A little preparation will go a long way.