Tarps are desirable because they're easy to pack, light on the back and quick to pitch. Not having a floor can also be a good thing, because aside from the weight and space savings sometimes you want to be able to walk into and out of a shelter without worrying about turning the floor into a colander with your crampons.
The MSR Front Range is a great medium-size tarp that can sleep four in a pinch, can be pitched with a single trekking pole, and can be opened up halfway or completely on one side to function as a great wind shelter that is easily accessible by multiple people at the same time. For about two pounds you get a 5'4" peak interior height and an eight-foot square footprint, which is some seriously usable space. MSR doesn't skimp on the included accessories, either: it comes with straps for lashing skis and trekking poles to hit the magic five foot height required to fully pitch the tarp, as well as seam sealer, six nice aluminum stakes and extra guy line.
You can get an optional footprint and even a bathtub-floored inner bug tent for summer use, which gives you a lot of options. If you don't use trekking poles – and you should carry at least one just for twisted ankle service – MSR will sell you an ultralight collapsible pole to do the job. If you're using it on snow and have ice axes (why isn't it called a snow axe, really?), screws, pickets, etc. you will have enough gear to pitch the Front Range without needing anything extra. If you haven't tried a tarp, the MSR Front Range is a great place to start, and probably end.