In the rules about keeping horses in Iceland there's a paragraph about mandatory windshelter in the pasture. If there's good natural shelter you are lucky and don't have to build a shelter, but better safe than sorry. In each of our 3 fields around Húsavík we've been building a windshelter. The first one in autumn 2007 and it was definitely time to renew the big beams holding the boards. In fact it was the first time we had to do it since the shelter was built. 
And the shelter down by the seaside was severely damaged after the big storms last winter. That means half of it just broke down, had to be removed and built up again.
This time we decided on a bit different design, made the angle a bit smaller and put boards instead of corrugated iron. Think that'll withstand the wind a lot better as you leave a small gap between the boards. 
Well, enough to do, but better have it ready before winter!