I think it depends on what kind of winter weather you're experiencing (dry and cold is generally not as bad as moist and cold) and the duration of the cold spells, too.
My efforts in trying to help less-than-hardy perennials survive the Finnish winter have mostly been a bit hit and miss. In my area we often have sudden weather changes depending on whether the wind is blowing from the Baltic sea or from continental Russia. In these conditions:
Plastic covers: not good at all.
Plastic cover with thick straw mulch: not good at all.
Leaves around the plants: not much difference.
Store bought winter covers: not much difference in most years, some years did help a little. Some years cause mold problems
The best trick in my experience is piling lots of snow around the sensitive plants. The problem with that approach now is that there's less snow here due to climate change and the snow tends to arrive late. Some hard frosts have already occured before there's enough snow to pile.
You probably don't have much snow either