Wherever you garden, the best defense against cold damage is to choose trees and shrubs that are hardy in your climate zone. Plants that are more tender to frost should be restricted to summertime display in borders or grown in containers that can be moved to shelter when the weather turns cold.
It's also important to know your garden's microclimates--that is, to learn which areas are warmer, which are cooler. The riskiest spots for marginally hardy plants are stretches of open ground exposed to air from all sides (particularly from the north). Other dangerous locations include hollows and low, enclosed areas that catch cold air as it sinks, then hold it motionless. The warmest part of the garden is usually next to a south-facing wall with an overhang; such a spot offers maximum frost protection and supplies the warmth needed to stimulate buds, blossoms, and fruit on vines, shrubs, and espaliered trees that might not thrive elsewhere in the garden.
Garden microclimates are influenced by hills and hollows, sunlight, and structures. Cold air moves downhill to the lowest point, and will settle there if it encounters a fence, wall, or other structure.
You can, to some extent, condition your plants and soil for cold weather. Water and fertilize the garden regularly in late spring and early summer, while plants are growing fastest. Taper off nitrogen feeding in late summer: actively growing plants are more susceptible to cold than are dormant or semidormant ones, so you don't want to stimulate the production of new growth that won't have time to mature before cold weather arrives. Cutting back on water also helps harden growth--but be sure the soil is moist at the onset of frosty weather, since moist soil holds and releases more heat than dry soil.
Frosts that hit early in fall (before the growing season ends) or in spring (after growth is underway) are much more damaging than those arriving when plants are semidormant or dormant. Be on the lookout: warning signs include still air, clear skies, low humidity, and, of course, low temperatures. If you notice these danger signals in late afternoon or evening, move at-risk container plants under a porch roof or into the garage. Give plants in the ground temporary shelters. Remove coverings during the daytime (unless the threat of frost continues), then replace them at night to retain heat.
Don't hurry to prune frost-damaged plants. Cutting them back too soon may stimulate tender new growth that will be nipped by later frosts--and besides that, it's easy to mistake leafless but still-living stems for dead ones. Hold off on pruning until new growth begins in spring, when you can remove wood that is clearly dead.
In very cold climates, some plants require protection all winter long to survive; examples include broad-leafed evergreens such as boxwood (Buxus), euonymus, holly (Ilex), pieris, and rhododendron. Evergreens suffer in winter because the leaves continue to transpire and thus lose moisture (especially on relatively warm, windy days)--but when the soil is frozen, the roots cannot take up water to replace what has been lost, and the plant becomes desiccated.