In some less than ideal cases you might have to build a base for your self. You should never build a base in a city.There are different sorts of bases.
Under ground/semi under ground bases Edit
These bases are hard to build but are effective in deserts. The basic idea is a small building with sand on top, underneath, on the right and the left. This makes all the sides but one bullet proof. Though to create one you need, wood (thick chip boards are the preferable), sheets of metal (alumunium is preferable), nails, tape, and glue.
Everyone knows what a castle is. You can create this with bricks, cinder blocks, stones and if you have a construction company concrete. The best castle would be one made out of concrete. You would have to make a few upgrades like glass, nails and bolts onto the wall to avoid climbing attempts and a moat with fire instead of water. Big wooden stakes are helpful.
Large shelters Edit
This is basically a house without windows on the first floor and a huge iron door. There could be a second floor (optional and very hard to make). Out of the three this is the most simple to make. These can be made any where with open ground. There should be some thing weighing down the four corners. When making one you should build the shape of it first and then put the metal frame over it. Ladders should be used as passage to higher floors. There should be snipers on all sides on the top floor. You could build a wall around it.