Forget igloos man. It's reallly hard to make those without knowing the proper technique and having tons of snow.

What you want is a quinzee. Pile snow up in a mound, as big as you want/can make it. Let it sit there for about an hour or more (overnight is best) so it can settle. Then, hollow it out. You have to start at the VERY BOTTOM and dig inward, right against the ground if you can, and tunnel to the centre, then hollow it out from within. Do this right, and you'll have a perfect little snow fort. You can cover up the entrance with a tarp or more snow, and if you want cut a chimmney vent somewhere in the top.

This site seems to have a devent description...

Quinzee - (aka-Snow Cave)

It may sound slightly complicated, but me and my friends used to dig these in our back yards and school snow banks (in the parking lot), it's really quite simple, and they stay warm easily. In grade 10 I camped for two nights in a Quinzee. So...

build one.