I've seen a 'wire saw' in a few lists in this thread. I used to carry one until I had to use it in anger in northern Ontario in a combined conifer and birch forest. It gummed up badly and then broke. I purchased a "Pocket ChainSaw" and have never looked back. The can it's stored in is little bigger than a can of Cope and has room for small fishing items as well. It's hard to believe how well these little buggers work until you try one. So well in fact that I'd prefer one over a hatchet. With one of these and a decent sheath knife you could make a really sturdy shelter in no time.
http://www.pocketchainsaw.com/
There's a good review at Equipped To Survive:
http://www.equipped.com/saws.htm