Fort building is an art, and it will be no easy task to make an Instructable on this subject, mostly because your imagination and ability to improvise will be your biggest tools. But nevertheless, I will start with some basic forts and then go on to show you some improvised ones. There are two basic parts to a good fort: sturdy support, and covering.

You may need:
Blankets
Chairs, desks, bookshelves, etc.
String
Pillows
You may need additional supplies, so be prepared to get up and walk (I know, I'm so cruel.)

Step 1: The Two Chair Fort (Step 1)

Here's a basic one: two chairs and some blankets. Step one: arrange two chairs back to back 3-4 feet apart. Your blanket should go down the back and just touch the seat.

Step 2: The Two Chair Fort (Step 2)

Get a nice sized blanket. Find one of the two shorter ends.

Step 3: The Two Chair Fort (Step 3)

Drape the short end of the blanket over one of the chairs. If it doesn't reach the ground, put blankets on either side, like I did. If you like the dark, drape small blanket over the ends of each chair. As a finishing touch, especially if the ground's hard and cold, you can put a blanket on the floor. Enjoy!
Here's a short anecdote. When I was making this fort, my dog went inside. The blanket dragged on him and one of the chairs fell on him. He freaked out and jumped back, but he was still trapped by one of the blankets. I set the chair back upright, and the other one fell on him. He escaped from the blanket and RAN!

Step 4: The Desk Fort (Step 1)

Start with a desk. (Duh.) Put chairs on either side with the backs facing inward.

Step 5: The Disk Fort (Part 2)

Now put the short side of the blanket onto the desk and anchor it down using books (Phone books, with a small face but lots of pages, are preferable.) Put the rest of the blanket on the chairs and move them back until the blanket is tight.

Step 6:

If the edges of the blanket don't reach the ground, put blankets on the sides, much like the chair fort. Use a chair for the door, put blankets along the bottom, and tailor to your needs.

Step 7: The Tent Fort

This is a "tent" fort. You can use a string tied between two objects, but that tends to sag, and you have to keep adjusting to get it the right size. So I used the ladder on my bunk bed and my bookshelf. Just the right distance, just the right size. Just keep experimenting, and use the trial and error method to find out the right way for you. Pin the blankets down on either side, and bring a flashlight.

Step 8: Skylight Fort

Here's a pretty self explanatory fort: A stand, with blankets on it, with books weighing it down, if possible. And books on the bottom.
llllllll llllllll
/ || || \
/ || || \
/ || || \
llllllllllll / || || \ IIIIIIIIII
------llllllllllll/----------------\IIIIIIIIIII------------------

Step 9: How to Tie a Overhand Loop

For the next fort, I used two finger knit ropes. If you do this easy, five second loop, you can easily and quickly put up and take down a fort. To do this, you take a point about seven inches down and "double" the seven inches of rope, taking it down and putting them parallel to the rest of the rope. Now you act like it's one rope and make a loop in both ropes. Put the end through and pull tight.

Step 10: The Rope Fort

Here's the final test. You must be creative and able to adapt to your environment. Basically, you tie rope at the right height, and make a spiderweb of rope/string. Then, simply throw some blankets over it.