I have various setups for shelter in my different kits. From very light to comprehensive.

My PSK has a AMK Heatsheet and some type-I paracord for shelter, for the winter (in central AZ) I add a 60 gallon clear plastic bag.

In my hiking and SAR kit I have two 60 gallon trash bags, two AMK Heatsheets and a Heatsheet Bivy.

For winter and backpacking trips my kit includes a Mountain Hardwear bivy sack and an Oware silicone nylon tarp. I usually travel with treking poles, which make great tent poles. Even when not expecting to spend the night, I always add a foam pad and a heavy duty space blanket to my kit for winter trips where snow is a possibility. It isn't the lightest setup but it works very well.