I passed my roughest night ever in a snow pit that had a tarp, supported by branches. Long night, cold temps (somewhere around 0F). It was an impromptu bivouac on a climbing trip. I came out with all 20 digits, so with the help of brewing up a few cups of tea during the interminable night, the snow pit worked well enough. It took me about 30-45 minutes to construct, as best I can remember. I am glad I started to prepare it before the sun set.

The best snow caves are those built by others which you reoocupy - that was my experience on Denali.