Warm and Sheltered

Being a well-prepared bushwalker you are already wearing lightweight, long-sleeved, sun-protective clothing. You have a fleece packed, and a raincoat, but could also easily improvise these items from plastic bags, and layers of clothing stuffed with grasses or leaves. Evening will soon approach, and while you have your signal tools hanging from tree branches, an SOS signal set-up, three small triangular fires burning, water transpiration bags on trees, and all the water you could gather from the car, including the windscreen wiping water, you will soon want a shelter. 
In constructing your shelter – as in all survival activities – keep an energy output-for-benefit ratio in mind and make smart decisions. Do not build in the heat of the day for example, when physical exertion will mean maximum fluid loss through sweat. Where possible, identify where natural formations such as rock shelters already exist for your use. Conversely, make the effort to construct as good a shelter as possible earlier in your experience rather than later – not only will it keep you more comfortable, but you must allow that you may not sustain your initial energy levels as days and possibly weeks pass. 
The urgency of creating warmth will depend on your environment, but in all cases, staying warm is not only physically central, but psychologically important. Increase the benefits of a fire by constructing a heat-reflective shelter with a space blanket or tarp, or by using fire-baked rocks to bury under a sleeping ground-space.