Shelter is one of the big three survival assets that you need to think about constructing when faced with a prolonged situation. The longer that you project your situation to persist the more effort you should put into constructing your shelter. Humans require shelter to be shielded from the elements, safety from predators and for psychological comfort.
Cheap synthetic shelters are currently available through commercial channels such as camping supply chains like REI and bargain stores like WalMart. These are great to get you started or to hold you over in a pinch. Do not rely on these shelters for any serious long term survival , however. Eventually, they will rip, snag or get cut and you will likely have no easy way to repair the damage. Organic shelters, i.e. those made from wood, rock, mud, grass, glass, etc, have a much better chance of seeing you through the future.
Organic shelters can be as a simple as a lean-to, a more complex cob house, tee-pee, log cabin or full blown “tiny house”. For extra stealth and safety, some preppers even choose to build their shelters underground, either by burying large metal shipping containers or pouring concrete enclosures. The longer in advance you have to plan your shelter, the more comfortable and secure it will be.
Depending on where your shelter is located and what your surrounds are, you may also need to consider camouflaging and securing your shelter. In the wilderness this might mean trying to make your shelter look like it isn’t there. In the city this might mean making your house look like it’s burned out and abandoned. Your situation will dictate the tactics.