You can make cat shelters out of large Rubbermaid containers and use styrofoam and hay/straw (better than anything made of cloth as cloth freezes if it gets wet) for insulation. I had a page bookmarked with great examples but don't know what happened to it. If you google you can find examples.
I did print off a page from the site I found last year that showed just how to make these and when I find it I will scan it and post it.
I did print off a page from the site I found last year that showed just how to make these and when I find it I will scan it and post it.