What is the best and cheapest ways to protect plants for winter?

If they are perennials they will take care of themselves, if they are annuals, then you can bring what you can the house to enjoy for a while longer.

I don't worry about my perennials, but you can cover them with leaves. It is a good mulch and will benefit them in the spring.

Tiuckle is correct. Folks that still use white styrofoam rose cones often do more damage than mother nature. I do have some young evergreen that get wind burned easily. I wrap them in burlap.