It turns out that you can build wooden things called "buildings" that will keep you warm and dry. So far, we have built an 8x12 tool shed and a tinyhouse (henceforth called "the cabin") that is 12x16 with a sleeping loft.
If you ask your county, they will give you a handout on what kinds of buildings are allowed. I wanted to build the largest building possible without a permit. It turns out that this is 200 square feet in my county. The sleeping loft actually puts us over that limit... but I won't tell anyone if you don't.
The cabin is insulated and has a few windows for light and ventilation.
Currently heated with an indoor propane heater. Future: wood stove.
The previous property owners were kind enough to cut and stack 8 cords of hardwood as they were clearing the gardens.