The best advise is usually to stay put so that you don't wander too far away and are easier to find. In that case start with a temporary shelter and improve it over time.
In a wilderness survival situation, a quick, easy structure is the goal, especially if you are on the move; the more natural your shelter, the better.
A natural overhang, or a large healthy tree can be a good starting point but avoid widow makers (trees likely to fall). Instead of cutting trees down, bend some saplings over to serve as a frame. Use brush and leaves as cover and insulation. In cold weather, make your survival shelter small as it takes less to insulate it and keep it warm; make your sustainable shelter large enough to safely burn a fire and store fire wood so they can stay dry.
If you are building a longer term shelter, the Native American Tipi is an excellent choice, that will support a small (uses less wood) inside fire. The Native Americans moved frequently, but had regular places they lived during the different seasons. While nomadic, this still permitted primitive gardening.
The Tipi is very functional with many good design features.
Plus it is not overly hard to build, especially if you have a tarp. It is also portable, which is important for a Nomadic live style, which is essential to primitive living. Imagine a similar stationary shelter using live tree saplings, bent over to form your structure, covered with branches and leaves.
Ben Hunt, author of some good books drafted this detailed design below.
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