Right - now that everyone has agreed that - unless you "need" to be a lean, mean fighting machine, super-fit with low fat count and lots of muscles, capable of carrying your own weight in mortar shells in both the Arctic and the Tropical jungle - a good layer of blubber is ideal for significant sub-zero (ie -30C and below) campers, time to move onto Part 2.....
Quinzys and snowholes - why they are a bad idea, particularly for the single traveller.
a)- Quinzys. The idea of these is simple. First of all you pile up a great mound of snow, compress it as well as you can, stick twigs through so that - on excavation - you have sufficient thickness to avoid collapse. Excavate a hole inside, build a heat-sink (ie pit in floor) and a shelf off to the side to sleep on. Poke a hole through the ceiling to provide air, and use your rucksack to block off the entrance hole, light a candle, and you'll have a snug shelter. Sounds great, doesn't it!
Trouble is - in practice they take an age to build, and a huge expense of energy - this is not something that one person can knock-up in an hour or two of effort, even assuming he has a decent shovel and plenty of twigs at least two feet long available. Additional risks are build-up of sweat during this exercise, and consequent risk of hypothermia and frost-bite. Sure, you "should" strip off clothing layers when exerting yourself in these conditions, but the chances are you'll never get the timing exactly right, which means damp/wet clothing, and a world of hurt. And of course, exercise in these conditions carries another major threat - often overlooked - of dehydration. Even if you're in a comfortable set up in camp, it is difficult at -20 or below to hydrate sufficiently - you have to force yourself to drink enough.
Secondly, the risk of cave-ins and/or death by suffocation/asphyxiation are considerable. Air-hole getting blocked up, snow sealing gaps around rucksack "door", CO2 "poisoning" from candle fumes and breath exhalation.
Snow-holes have similar risks, whether dug vertically down, or horizontally into a snowbank. Less effort needed perhaps - particularly when digging horizontally into a now-bank, but with a greater risk of collapse. And again, ideally you need a good snow-shovel and/or a "snow-saw". And of course decent insulation from the "snow-bed" you end up lying on.
The third option is to build an igloo. Issues here of course are that it is a skill that most do not have, along with essentials like ice/snow saws. And a faulty-construction igloo is a collapse just waiting to happen. And - again - proper construction takes time as well, along with the risks of sweating and huge calorie consumption.
Now, yes, igloos have been around for thousands of years, and worked well for the Inuit. So did dogsleds, until snow-mobiles became available, or spears until they could get guns to hunt with. Ditto kayaks and boats with outboard motors.
So, why go to all that trouble and risk exposure, when a Jervensbag or similar will provide better protection from the elements, remove the risks of sweating, take a minute to set up, and doesn't need any tools to be carried? Or, for that matter, a lightweight tent? A 4-man Kifaru or Seekoutside tipi weighs around 2kg and has been repeatedly tested in gale-force winds in serious sub-zero conditions. If you're near trees, a ti stove and chimney will only add another kg to the weight, and provide temps up to 70F above ambient conditions, even allowing you to dry wet gear and melt as much snow as needed.
Sure, it can be fun to have a play at building a quinzy or snowhole, or an igloo, and if there's a group of you, they can always pull you out if the thing collapses on you. But as a survival technique in the 21st century? Do you use leeches for a broken leg, or stomach ulcers? Use carrier pigeons to contact your friends and family? Get real folks! Even Uncle Ray uses a Snowtrekker tent and stove in the Boreal forests in winter