Yeah, I think a Gore Tex bivy or the equivalent is a good idea if you're going to do a snow cave, snow trench, or igloo.
I know some guys who built an igloo up at about 9500' in a shady, north-facing area.  It lasted a couple of months before a warm spell screwed it up.  That'd make a pretty cool base camp for X-C ski touring, snowshoe touring, etc. 
I would think that an igloo would beat a 4 season tent in high winds.    Tents flap loud enough to wake the dead in really high winds and sometimes shred.
HJ