Yes, all of those. I carry a tube tent, ponchos, plastic bags, and a tarp.
What you carry is not as important as knowing how to use it. Also need to know how to improvise if plan A does not work.
See the ETS Home page and look for an article about using tarps as shelters. Lots of alternative ideas.
Learn and practice making debris huts, snow caves, and other local natural material shelters.