Another issue with igloos is that easy construction requires a certain type of snow that cuts nicely into blocks (wind packed snow is best), and an appropriate tool (snow saw) to make the blocks. As MostlyHarmless notes, there are other options that often work better. Which option works best depends on the situation. What kind of snow? How deep? Terrain? Etc etc. If you spend much time in snow country, it is a good idea to try to build a few different kinds of shelters just for fun. Then when/if you really need one, it will be much quiker and easier to select and construct what you need.

One book I can highly recommend is "How To Build An Igloo, and Other Snow Shelters" by Norbert Yankielun and Amelia Baur. It covers much more than igloos, including construction of quinzees slab shelters, caves, tree wells, and other expedient and emergency shelter techniques. It also has a good discussion of the nature of snow, and camping in snow. It is a delightful little book: "In this instructive, whimsical, illustrated manual, Norbert E. Yankielun, a seasoned cold-regions explorer and researcher, takes readers step-by-step through the process of constructing and inhabiting a range of useful snow structures—from the most basic to the more complex. Whether you’re a veteran backcountry skier or a backyard builder, this is one book you won’t want to be without."

If you spend much time in snowy areas with coniferous trees, you should think about "tree wells" (aka "spruce traps") as emergency shelters. Deep snow covers the branches, but leaves a big hole next to the tree. With a little bit of work with a shovel, one can convert this into a good shelter. You can excavate the hole a bit larger, and shovel the snow up to complete the walls. In really deep snow, tree wells can actually be a hazard if you fall into one accidently.