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

    X\X
    X\X
    X\X
    X\X
    X\OX
    XXXX
where X is 2 rock, \ is 1 rock, and O is 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.