Building a shelter is a profound subject.

I'm not sure what the premise or circumstances of the shelter need is.

A lot depends on what season, the local geology what temperate zone, how long you need it and how old your are as to type of shelter. 

A shelter can be can be enhanced using a something natural like a large dead tree that doesn't completely touch the ground for 7' and rain water won't make a lake under it, a projecting rock or crevice, cave, the crotch of a tree that's at least 7' off the ground
One needs to learn well, which types of weeds or thrushes if present can be used to tie stuff and which can be eaten. Is is though surprising even astounding  how much can be eaten.

Learning to live off the land is not an easy task especially the second week. Peoples stomachs are not used to eating leaves, roots, berries. Mosquitoes, gnats and black flies can can cause a lot of havoc. 

I would suggest first learning how to make deadfalls and snares in your backyard or if there is as a good start. Deadfalls can be made to catch any animal including Bear if you have enough help.

If you have a lake with weeds along the shore and the water is 2 feet deep or less fish can be caught by hand. When the Sun is up fish will sit enveloped by the weeds. You walk very slowly in the weedy water with your hands dangling down amongst the weeds. Watch the weeds for movement. You can also feel a fish move with your hand. The aim is to get a hand about 6 - 8" on each side of the place where you locate a fish. Then grab what is in between weeds and fish and pick it up. It takes a little practice and your still going to miss many of them. But if you spend some time, you can catch enough with your bare hands  to make a meal off of.

It takes almost no room to carry a dozen wire snares of different sizes.
If your alone

My choices for starting out on a survival trip is
A small backpack you carry your stuff in.
A very sharp hip axe or a heavy bladed Bowie type knife that you can use like an axe if necessary,
a 31/2" folding knife that you only use for food,
a neck knife http://www.cartercutlery.com/japanese-knives/neck-knives
two or three plastic waterproof containers for self striking matches,
about 20' of strong nylon 1/16 - 3/32 cord for a firebow to start fires with,
good Polaroid sunglasses & spring closing hard eyeglass case with cork taped to it so it floats - two if you wear prescription glasses
sewing kit with button thread and a large canvas needle
1 bar soap that floats, in a waterproof plastic case
Surgical grade tweezers
a change of clothes, socks/shorts w 1 xtra pr of socks & shorts
a canvas waterproof poncho
Tilly type hat with drawstring
small can of fish hooks and a spool of 3 - 6 lb mono
canteen, water purification tablets,
Best pair leather boots with leather laces,
a insulated vest
mess kit, collapsible cup
a journal book, 2 pens, 2 pencils in a ziplock
small first aid kit and if poisonous snake a bulb & razor
a small bottle of hydrogen peroxide - perhaps a luxury
2 headnets another luxury
ultra lightweight sleeping bag & Styrofoam ground roll - another luxury
& if you take Rx - 2 separate packages in waterproof containers - one in a canvas pocket you sew into the backpack

Making an Oven
If wood is plentiful and you can keep a fire - a good frying pan can be made using a 10" flat rock placed in the fire/coals.
Or if you have a possum or coon and want to bake it - make an oven. To make an oven scratch out a a 8-10" hole about 6" wide - sort some flat rocks. Put one to bridge the pit for hot coals, then  to make four sides - put three of them up and a large rock on top. Have one extra rock to cover the opening.  Rake the dirt back up on the rocks and if the local dirt makes mud and you have easy water - make a little mud to chink the openings as best you can.  Burn wood in a separate fire pit. Put your game on top of the flat rock in the Oven you made. Use the mess kit to scoop out the hot coals and dump the in the pit in the overn. Close the opeing with the extra rock. Depending on how many and how hot your game should be baked to perfection in an hour or so.
Snake any kind is very good when cooked.

Good tips Cyborg.
Whats a headnet, and what is it used for?
I'm thinking of hairnet?

And one point that many may not be aware of, but flat rocks tend to be sedimentary and have trapped gases millions of years old, once heated can become very explosive.
I recommend the rocks go through a thorough burn once to release the gas.
I've seen people hit by flying frags of shale, they can do a lot of damage, one went through a truck door at a campground I was patrolling.

Hello Solar I got a warning when I posted that nobody had peeked for over a 120 days. So I was surprised when you responded.

Your right about exploding rocks. It's a danger that most people don't anticipate. I was thinking of flagstone type limestone which are common in the Midwest and South East part of the US. If there not over 2 - 3" thick I haven't seen them explode -

A headnet is Mosquito netting sewn into a shape that fits over your head and has an elastic bottom.

I buy them from WalMart - $1.80 in my area. It squishes up into a ball about 2" in diameter.

When Mosquitoes or gnats are persistent I wear one when I walk my dog. It's a pleasure to stand there with 4 - 5 Mosquitoes buzzing your ears and face in frustration and not needing to wave your hands to keep them away.

Here in the Midwest we have small Blackflies which when they bite can leave a bleeding bitemark and when you scratch it only gets worse. Nothing comparable to the Canadien blackflies though.

I spent half a dozen vacations in the Ontario region fishing when younger. I always had a neadnet handy. My deceased wife and I went on a family fish trip, with my sister/ husband / two children and Ma/Dad. The Blackflies were the worst in years. My brotherinlaw, Dad and I walked 1 1/2 miles into a virgin lake. A local guy had flown two rowboats into the lake. My brother-inlaw & I wore our headnets and my Dad opted not to. He had on a orange / black checked wool jacket. The Blackflies were so bad that his checked jacket had visible bunches of flies all over the checks. He had blood running down his face and neck from bites.

Fortunately his body never reacted to the bites unfavorably. My sisters 3 year old had gotten 3 - 4 face bites and his eyes swelled shut. We had to take him to a local doctor. After - we all had headnets when out - including my Dad.

Incidentally that lake was the greatest fishing lake I ever saw. It was crystal clear. Without exaggeration we caught fish or had a strike every cast. When the lure hit the water you could watch as many as 5 Northerns racing to be the first to get the lure. One time I had put my pole down and the lure was dangling over the side. The lure hooks were just tipping the water. A Norther took the lure. The same thing happened to my brotherinlaw. The largest Northern we caught was 15 pounds. We threw all of them back except for 3 - three pounders which we had for dinner.

Perhaps you may have seen the famous cartoon of a  person who was lost in the Candien woods and has found civilization. Days later he's still waving his hands wildly. Other years I was in Canada  the Blackflies were never equal, but it's wise to have the headnet in your pocket. It takes seconds to put on.

Headnets can be very fancy up to $25 and more especially for the BeeKeeper variety.
Here's a Walmart link. If you do a search for Headnet you will see some of the many varieties. I like the kind you can stick in a breast shirt pocket.
http://www.walmart.com/ip/COLEMAN-MOSQUITO-HEAD-NET/13848609

There is also a variety with a clear plastic viewing area that is nice if your on a hunting stand, but unnecessary for other outdoor uses.

OK, I was thinking hair net, and thought it strange you would care about your appearance during such times. :D

I have always used tool, the same thing wedding veils are made of, extremely cheap and you can cover your entire body for around six bucks.
I like it because you can stake it down over your sleeping bag and keep all the critters off you and out of your bag at night.
Walmart has it for around three bucks a yard, and it comes in pretty colors too. ::)

But I understand about pests, though were lucky we don't have black flies, that sounds horrible. :o
I was in Battle mt Nevada back in the early 60s, worst outbreak of skeeters I've ever seen in my life, they were spraying DDT luckily back then.
But we got caught at sundown three blocks away from the house and tried to run back, all to no avail, we took refuge in a gas station restroom, the jeep driver spraying DDT came in to take a leak and took pity on us and said he would drive slow back to the house and let us jog behind him in the cloud of DDT.

And just think, inhaling all that chemical never had any ill effect on us, despite the claims of the leftists.
Freakin bleeding heart idiots that they are...