fire.

people have frozen to death in their homes due to lack of heat. street people often survive in cold areas without shelter but with fire.

I think in order to have a better outlook on the question, would to be adding a varible in the question. Such as winter/summer, cold, hot, etc..etc
Adapt and conquer, survival is always about surprizes:)

fire..........like CfI says..peeps have frozen to death in their shelters because of no fire, my thoughts exactly.....

shelter may shield you from wind and rain and that shelter may very well be necessary to your survival, but shelter won't warm you up. a fire might not shield you from the elements but it'll add a necessary ingredient of life...warmth. you may not be as comfortable with fire and no shelter but you'll be alive because the fire adds something to you, the shelter only slows a loss.