Lean - to - These are the absolute minimum as far as shelter goes. Both in Work to create them, and in protection they provide. You basically, prop a pole up, and then start laying sticks that will cover the distance across between the ground and the pole. See drawing below for a better explanation.

Debris Hut - These are the bare necessities of shelter. They provide shelter, warmth/cool, and they are relatively easy to build. There are downsides to them, although they provide more protection than a lean - to, they sill have a large open spot where heat can escape and animals can get in. They are made by Propping a long pole up with ONE Y shaped stick that is of the desired height (that's right, only one. You need to figure out how to do it. It's pretty simple). Then, you lay sticks across the sides and put pine needles or other plant parts that are full of dead air space (in summer, you need about 1 1/2 feet of insulation and in winter you want about three feet of insulation). See figure.

Retrieved from Rick Curtis' "The Backpacker Field Manual"

wickiup - These are basically made by  piling branches to make a point at the top. then you put grass and leafs on top of these branches and you do this until you have about 2 feet of insulation.

Retrieved from Larry Dean Olsen's "Outdoor Survival"

Note: The order you should build these shelters in is as follows: Start with either a lean-to or a debris hut (depending on daylight you have left) Then for the next few days (if you're still there) begin construction of a Wickiup.