I used to make a cardboard cat house for them. I would take the biggest shipping box I could find, cover it with packaging tape (or a garbage bag) to protect it against water, cut a little door with a utility cutter and put a bunch of old clothings inside to make a cat bed. Unfortunately, those cardboard cat houses last only a year — two if your lucky or three if you made a very sturdy one (using waxed double-sided cardboard and lots of tape). The humidity always rots the cardboard and the clothings become quite smelly.
This fall I decided that the fourth cat house that I would build would last a lot longer (if not forever). Here's how I did it:
I took a 53L “Rubbermaid Roughneck Tote” container ($7.59 at Canadian Tire, but in my case I simply used an empty one I already had in the basement), cut a little door with a heavy-duty utility cutter, (if you don't have one, it's $6.26 at Staples) and lined the inside (optionally the outside too) with an old piece of carpet for insulation.
And voilà: an instant mobile cat hotel!
This year's stray, named Marmelade-boy (there's a different one almost every year) adopted it within minutes. He really loves it. That gives the lovely fellow a warm lair to spend winter protected from the wind and snow while my own cats (in the picture: Spotty) are protected from the fleas and diseases he surely carries. I love my cats, but feeding and caring for two of them is quite enough.
However, be careful (or prepared) because, if one of the strays using the cat house is a female, you might very well find a litter of kittens in it when spring comes! It happened to me twice. The first time I gave them all to nice foster-parents, petshops or shelters, but the second time I kept one for myself: Saya (pictured). See my MobileMe Gallery for more cats pictures.