Shelter is one of the essential items to provide you comfort against the elements whether made with all natural items, man made items or a combination of both.
Whether you are building a lean to, a debris hut, snow cave. or a native American Tepee, or just a bivy bag, a space blanket can prevent moisture from leaking in and reflect body heat or the warmth of a fire back into onto your shelter. It is one of the most useful tools for it's weight you can carry. Avoid the $.99 specials which tear easily and spend a few dollars for one that can be used for signalling, stand up to several days use, is more effective reflecting heat and won't tear easily. Some even have survival tips printed on them.
Shelter building is enhanced with some good cordage to tie poles together and use as guide lines, Cordage can be made with natural fibers, but a hank of paracute cord is extremely reassuring.