Obviously if you will be camping for a week, some form of shelter will be needed. At its simplest this means a tent. At the other end of the spectrum is an RV. Burners are highly creative people and you see many styles of shelter at the burn. A shelter provides a place to sleep, store your crap, and escape from the elements. This is just a rudimentary discussion to get the gears turning - search eplaya and google for more detailed information on these.
Dust and wind are the common issues, and on rare occasions some rain as well. First and foremost, your structure will need to be able to withstand wind gusts over 60 mph. Optimally it will have a way to seal out dust as well.
The most common shelter used in BRC. For comfort try to bring something large and roomy enough to call home for a week. Ignore the tent manufacturers sleeping recommendations - a 6 man tent will barely be comfortable for 2 people with their gear.
First, discard the crappy little tent pegs supplied with the tent. Any pegs used on the playa should be at least 12 inches long. Rebar or military tent pegs are common favorites although long lag bolts are rapidly gaining popularity. The downside is you will want a cordless impact driver to install and remove lag bolts (difficult if you are flying in).
You will want to either buy a tent with no mesh vents (commonly called an all season tent) or cover the mesh. Popular mesh coverings include sewing blankets over the mesh areas or spraying over the mesh with rubber bed liner (used on pickup truck beds), but bed liner will make the tent much bulkier. Optimally your tent can be covered by your shade structure to keep it from heating up in the early morning. For additional strength and wind resistance, add a few guy lines when setting up.
Place some heavy things inside your tent if at all possible. If your tent breaks loose in the wind, it could be dozens of miles away before you even know it's gone and you will likely never see it again. More importantly, if it goes airborne someone could get hurt.
This video occurred not far from us and it wasn't even all that windy that afternoon (gusts were approximately 25 - 30 mph at that time).
Some folks prefer to sleep in their van or truck. This is a simple option but has some drawbacks. The truck will heat up early in the morning and get messier / dustier inside than if you left it closed all week which is an important factor on rental vehicles.
These are hard sided structures created from sheets of rigid foam insulation using simple straight cuts and a special tape. A bit more complex than most first timers choose to attempt, these are also very bulky to store and transport.
Commonly called Bucky Balls, domes can be awesome shelters. They are a lot of work to make and assemble though. The most common structural material for these is electrical conduit, but some build them from pvc pipe. There are several common variations, and I suggest that if you attempt this route doing a lot of research.
RVs or Recreational Vehicles is a term loosely applied to mobile, self contained living quarters such as campers and motorhomes. They can be rented, but are expensive and consume massive amounts of gas (8 mpg if you are lucky).
Advantages - comfort, shower, toilet, kitchen, dining area, refrigerator, air conditioning by day, warmth at night, and a comfy place to sit out dust storms.
Disadvantages - expensive to rent, high fuel consumption, not fun to drive (especially in areas of high cross winds), more mechanical things to malfunction, and heavy fees paid if not returned in sparking clean condition.
Capacity is a pitfall those with no RV experience often get caught up in. Groups of burners often get together and defray the cost of the rental by splitting expenses. Sounds great until the reality of an RV sets in. Just like tents, RV's have a stated sleeping capacity - usually 6 or 8. Which is barely doable by 2 adults and 4 or 6 children. To attain that sleeping capacity tables and sitting areas have to be collapsed / rearranged. Even a close family will often be barely speaking to each other after a week in an RV. Now think about this with all adults (often strangers) and all of their gear cluttering up everything. Or if one or more people in the shared RV is a slob, inconsiderate, etc... If you go this route I highly suggest also bringing a tent so you can escape the madness if need be.
My experience - I owned an RV for years and we rented one for our first burn. We booked it in January after getting tickets and the closest we could find was in Salt Lake City, Utah. Between the rental and gas it ran us about 4,000.00 for the week. We didn't use the air conditioning or the heat, the refrigerator was almost useless, but we did sleep and cook in it and use the facilities. Was it worth 4k? In my opinion no, and we will be tenting or box trucking it from now on.
Fabricating On Site
One word - DON'T! Cutting wood, foam boards, pipe, etc... can create a huge amount of difficult to clean up moop as well as being more difficult in the ever present wind. If you absolutely must cut something on the playa put a tarp down and wait for a lull in the wind - but even that should be reserved for emergencies.