Mulching in winter

Hi everyone, I live in Canberra Australia, and we're just heading into winter. Should I be mulching my veggie garden or leaving it bare? I've heard mulching can protect from frosts, but also that the bare earth allows the soil to warm up during the day. What's your advice?

I think the 'warm up the soil' thing only really applies in climates where the soil gets very cold or freezes.
It's very difficult to wet dry soil through mulch and in my climate, I find after the autumn rains is ideal as the soil is moist.
But I add mulch throughout the year, as my sand 'eats' it as fast as I put it on!

Take a hint from Mother Nature.
Except in the desert, you will never see bare soil in a natural setting - only where man has intervened.

Thanks John and Leila for your replies. It's a good reminder to look to nature. Mulching it is!