Insulate the floor with boughs, pack, etc. Keep off the snow. Face the shelter's entrance east for morning sun and don't hide from search parties. Trenches, fallen trees, rock outcroppings and caves also offer protection. Also, stamp SOS in the snow.
Fires create smoke in the daytime and a light source at night.
Don't waste energy or get wet. Try to make yourself big and obvious to searchers. Keep the airway open. Check for heart beat. Check for bleeding.