My first shelter was a small room in the side of a hill, made of dirt, with no door, no lightning, no nothing. I went out looking for stuff, came back and found a creeper inside. It blew up everything and I fled into the night, dying soon after.
Then I retried with more knowledge. I carved again a room in a hillside, but this time I made doors, torches, and whatnot. I built a full-fledged house out of it, made a castle on top of it (I mined the whole hill off; I didn't mind cobblestone so I used that), walls, every kind of pens for sheeps and stuff... needless to say this is my main base even now in my survival world.