The quickest way to get shelter in the snow is to build a snow cave or quinzee. (quinzhee)
Once built, the door loosely covered (to allow in some air), temperature stabilizes at about 0C (32F). You can wear a t-shirt while sitting inside your sleeping bag quite comfortably as there is no wind.
One candle will provide enough brightness.
Jason Klass has a new gear blog, one post showing a huge quinzee.
The roof looks too heavy to me. We keep ours no thicker than 12in as people have suffocated after collapses.
Check out Jason’s blog, Homemade Backpacking Gear.
By the way, I notice he is using freewebs.com software. Looks good. I have another friend very happy with that free site hosting software. (I cannot seem to find an RSS feed from the blog, however.)
besthike.com 
here’s the RSS feed: http://blogs.freewebs.com/Members/Blogs/viewBlogRSS.jsp?userid=17082072