Some of my best memories are from when I was camping in New Jersey's Pine Barrens, attending Tom Brown Jr's Tracker School. There, I learned to make fire using a few pieces of wood and a shoelace, build a shelter out of sticks and leaves, and cook food while it's buried in a hole. Tom's school teaches people how to thrive regardless of where they are, and, while I doubt that I'm practiced enough to survive absolutely anywhere, the basics that I learned are nonetheless the same as those of people who can walk into the Mojave Desert without even a pair of shorts and live there comfortably for years.
These skills work in reality, but it's hard to say for fantasies like the apocalypse. The problem is that - whether it's an apocalypse from dragons as in Reign of Fire, weather like The Day after Tomorrow, the undead like in any of the various zombie movies and games, or maybe a nuclear war of the sort that everyone lived in fear of until the far distant past of nineteen years ago - everyone is a survival moron. In his Field Guide to City and Suburban Survival, Tom says that the results of a nuclear war would be far too horrific to imagine, and working for prevention is the only way to survive. The reality of these games, books, and movies, then, is that they're products of forgiving imaginations: infinitely milder than the horrible reality of being caught in the Curve of Binding Energy.
The main themes in any post-apocalyptic setting are the sudden disappearance of common utilities and the breakdown of social order; not only are there no warm places to sleep, nor clean water to drink, nor processed meals to eat, but there's also no one you can turn to for help. You're on your own, and, if you're anything like most characters from this genre, you're monster chow. But, since we're imagining the aftermath to be milder than it would actually be, then, of course, someone with the correct survival skills will be fine.
One simple guideline that can help anyone anywhere is the Law of Threes: a human being can go three hours in temperatures below 50 degrees Fahrenheit with a wet back before catching hypothermia, three days without water before dehydrating, and three weeks without food before starving. Let's start with shelter and go from there.
No matter if zombies're banging down your door, bombs've vaporized your house, or dragons're using your condo as a volleyball, everyone needs sleep and warmth, and the basis for any warmth is dead air space (as little free-flowing air as possible). This means that, unless you build a fire (alerting the roving bands of cannibals to your location), you'll have to work with as confined a space as possible, letting your body heat do the work. For starters, wear as many dry (wetness lets cold in) interlocking layers (undershirt tucked into underwear, underwear into sweater, sweater into pants, pants into boots and jacket, etc.) as is comfortable. You want to minimize your exposure to the elements, and you can always take something off if you get too warm (the zombies'll enjoy accessorizing as you scamper to safety).
With no free time to build shelters due to the rampaging giant spiders, your best bet is to push together a pile of leaves, blankets, rugs (whatever) and sleep inside. This debris pile won't keep long, so, once you have the time, a longer lasting shelter is a debris hut.