I like the simplicity of materials needed for this type of shelter. As Phaedrus points out, they will fit in a cargo pocket. Even if you can't get a fire going, the mylar and plastic blankets will get you out of the elements. I expect you could use a tea light or two to warm things up if no campfire.
I've recently been reading about the "Palmer Furnance", and it seems like a much quicker & simpler option for one person:
Named for caver and hypothermia specialist Dr. Jonathon Palmer, the Palmer Furnace is a life saving technique for warming up to prevent or reverse hypothermia using a pair of lightweight and easily carried items- a trash bag (or poncho) and a candle.
With a large trash bag cut or tear an opening for your head and pull it on like a sleeveless sweater. Sit down and light the candle between your legs. The heat from the candle will be trapped in the bag, and you will shortly be warmed by the micro-climate to a very comfortable state.
Two warnings- keep your head outside of the bag to prevent breathing carbon monoxide, and never go to sleep with a live flame between your legs !
Clear bags are also useful for solar heating. If the sun is out, the temperature inside can be 80F while the outside temperature is freezing! So then you don't need any extra heat to stay comfortable. A trash bag and a few tea light candles with a lighter or matches is a very light bit of gear for the life saving potential this technique offers.
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