Place an upside-down bucket over small plants, and set a brick or heavy stone on top of it to prevent it from blowing away. Another option is to cut off the bottom of a gallon milk jug and place it over the plant. Push it down into the soil around the plant to prevent it from blowing away. An upside-down clay pot also works.
Cover larger plants with a large piece of cardboard bent into a tent shape. If you have plants growing along a fence, place a piece of cardboard or fiberglass in front of the plant and lean it against the fence to provide some protection. If you leave the sides open to allow for air circulation, it can be left in place all day when a storm is predicted. A large upside-down garbage can weighed down with bricks or stones is also an option for larger plants.
Cover plants with a tarp or plastic cover. Place a stake or other tall item beneath the tarp or cover to prevent it from resting directly on the plants. Stake down the cover or weigh down the corners with bricks to prevent it from blowing away.
Build up the soil around the plants to prevent them from washing away in heavy rain.