To protect against harsh winds, spray evergreens with an antidessicant oil, available at your local nursery. This oil leaves a protective film on leaves and needles. You can also wrap exposed trees, roses, and shrubs with burlap or other gardening fabrics to break the wind's bite. One new plant-protecting product called the Bush Jacket is a spun-bonded, breathable fabric that lets water in but guards against wind and direct sunlight. It comes in a leafy pattern, too.
While these measures help, the best winter protection you can give a plant is prevention. Water your trees, evergreens, and perennials thoroughly before a hard freeze. During thaws, water as needed, and always water deeply.