Oh, oh! A friend of mine made the best shelter I've ever seen, really cheaply!
Basically, ripped down some salvaged wood to about 1 1/2: square poles, edges smoothed town, 3 or 4 6' and 4 or 6 4', drove nails in the tops. Use large tarps, his were brown on one side and silver on the other, maybe 20'x30'. Thin rope with 1-2" rings on one end. And bent rebar steaks, of course.
It's great to see people's faces when we break all our stuff out. No one thinks it's going to work. But it is the strongest shelter and you can configure it a bunch of different ways. Last year we used it at a music festival and I ended up sleeping under it during a rainstorm, stayed totally dry.
The secret (if you've never used this type of thing, if you have don't be offended and add yer 2cents) is to put the nails through the eyelets in the tarp and lay the poles sticking out of the tarp. Drive in the steaks (2-4 feet from the edge of the stretched out tarp), flip the rings over the nails, and loosely tie the ropes to the re-bar, slightly shorter than the pole. Push the pole bottoms toward center, creating a nice, tight tarp. May have to adjust ties on re-bar. Small learning curve, but once you've got it up one time, you'll figure it out! If you've ever put up one of those giant white tents at a festival or circus, you'll be way ahead of the game, same concept.
Only real downside is figuring out a way to transport the poles, as they don't fold down. This is what makes them strong, but not practical for some people's vehicles. We put them on a Forrester last year. Kinda looked like a unicorn :)

Easy-ups seem like a good idea, but we've found that most all metal bends in the wind and no one seems to guy them out. Can't tell you how many busted Easy-up we laughed at while staying safe and dry under our home made wonder.

Sorry bout the rant, I just love the Big Brown Wonder. Too bad I'm not really friends with the owner anymore and we'll have to make our own this year. Boo-hoo.

Three votes for the REI half dome - cheap and works fine. Not the lightest for backpacking but for short trips its cool.

oh, I forgot to mention that I have used the half dome in windy conditions and it holds up well if you use the rain tarp. I was even able to erect it by myself in the wind, although it was pain. I never realized how much it seemed like a shelter, once I moved in.

I use a thermarest self-inflating :)
It's more comfortable than my bed at home!