I can speak from actual experience on this one. Deciding on a spot to shelter and build a fire is the first critical decision; it influences all that follows. It is important that it is sheltered enough that you can build and sustain the fire you will ignite. Even in the desert, fuel is not going to be much of a problem (well, most places)

My priority would be to get the fire lit and burning well. Most times you can actually gather fire wood well after dark; after all, night comes on gradually - you will have about an hour after sunset before you lose all light, and even then, if the moon is up, or your fire is burning well, you will have additional light.

In one of my actual situations, we (a group of four) had stopped moving because we were in steep terrain and were concerned that we would suffer injury if we persisted. It was already dark, we had no flashlight (!). After we built our fire, we were easily able to gather additional fuel safely.

I would say, based on my own episodes and dealing first hand with those of others, that building a fire is the difference between life and death in a good many situations. For one thing, you are no longer moving, so that means you will not fall off the cliff and die. You will get warmer, even if your clothing is wet - you have all night to dry out and several ways to do it. You are also signalling your presence to others, who may be able to assist you (I have witnessed this numerous times).

The psychological value of the fire is immense. It calms and relaxes you, even as it warms. It also provides a focus for the group, and facilitates productive interaction.

In my first ever SAR, a while back, we were searching for three young men who died of exposure in a ferocious snow storm. Investigation revealed that they had tried to light a fire at least twice - unsuccessfully. I made very sure that I have the means to make fire when I go out - I have never regretted the modest extra weight.

There is of course the flip side,where a fire was lit in dry, extreme conditions, triggering mammoth conflagrations, but that is probably fuel for another discussion. I have seen that also. Keep your head screwed on tight when dealing with fire.