I've used the one man Bivy style tents, which you can get really cheap. these are also vey easy and quick to set up. I used mine when offroading, when getting the tent set up was the last thing you wanted to do at night. Mine, I can set up in less than a minute.
There's lots of really cheap bivy tents on amazon:
Amazon.com: one man tent
These work very well, are pretty comfy and are extremely compact when folded up. Mine rolls up into a 3"x20" or so bag.