If you're willing to carry a door on you, the quickest shelter you can throw up is to just dig a 1x2 hole into the side of any hill and throw down a door to seal it off.
If you don't have a door I suggest the following:
▓▒▓
▓▒▓ top down view
▓▒▓
▓▒▓ ▓ 2 rocks
▓▒O▓ ▒ 1 rock
▓▓▓▓ O you
The key thing here is that by being off to the side you aren't in range of arrows, but you still maintain a path to light so you can see the sun up (you can also listen for music, but I often disable sound). You close off the entrance with single rocks so you leave a 1x1 path which zombies can't come down.
