Well, it depends on whether you are dayhiking and only considering a shelter in the event of an emergency, or if you are planning to overnight it.

Because of my size and the fact that I usually have at least one person with me anymore, I take a three man 3 season tent along on overnight excursions. There are a whole lot of these out on the market, so I recommend research for picking out what suits you. I don't backpack much in winter, though elk season can get pretty rough. If I plan to use my tent for a satellite camp, then I will throw in a 10' x 10' tarp and look for a place to rig a secure cover to avoid overloading the tent frame if it snow loads. I tend to look for relatively inexpensive and lighter models.

For day hikes or as a backup for overnighters, I will pack the bivvy bag along, and/or a couple tarps. Occasionally I will forego even these and just keep the plastic garbage bags I always hike with. It depends on how arduous the hike and what the ambient conditions are.