Apply a 2- to 3-inch thick layer of straw or wood-chip mulch around, but not touching, the base of each plant. Keep the mulch about 2 inches from the base of each plant. It shouldn't touch their leaves or stems. The mulch protects roots and maintains soil temperature.
Take potted plants indoors to an unheated area. A garage, covered patio or basement are ideal places to keep the plants until the snow melts.
Cover large plants with a few layers of bed sheets. burlap and/or blankets. Weight the corners of the coverings with bricks or stones. Place a stake underneath each set of coverings and into the soil so the coverings do not resting directly on the plants.
Cover small plants with upside-down clay pots, buckets and/or large garbage cans. Weight those items with bricks or stones.