I like Dave Canterbury's set up here. It's easy to construct, even if your blankets don't have gromets (I use small rocks and some paracord at the corners). In cold weater, you're going to want that pad to stop heat loss into the ground. The configuration he's showing here works better with a steeper pitch to the roof if there's a chance of snow and you're also going to want to put rocks, logs or snow on the ground edges to stop drafts:

http://www.youtube.com/watch?feature=player_embedded&v=pQLVUFTpUOk