Often, the best shelter is the one you live in. You can take the time now to secure it from many types of infiltration, starting with weather related. Make a plan to check caulking, insulation, adequate roofing materials, thermopane windows, and more to insulate and weather proof your home. Adequate ventilation is important, and filtration of that ventilation system would be very important in some disaster scenarios.
If for some reason your permanent shelter is not available, temporary shelters may include a camping trailer or rv, a tent, or even a homemade shelter of natural materials.
Some disaster events like a tornado require a secure underground shelter, preferably of concrete and steel, supplied with food and water, and temporary power. This type of shelter could be used for long term events like radiological or viral events. Filtered ventilation is extremely important.