Hardy ones can be left in the ground with a good mulch. Hopefully they were planted several inches deeper than the original soil mark? Remove the mulch in late spring before the slugs get busy or they may eat the new shoots. The tops may have died off (add your location on your home page!)if it gets too cold.

Tender ones need protecting from the frost. If you have somewhere really sheltered you can try wrapping the pots in bubble wrap and trying to keep the compost fairly dry. It is safer to overwinter them indoors. If you have no greenhouse they can be gradually allowed to dry off and the leaves allowed to drop, and then stored in a cool place (spare bedroom?) until about March, when they can be sprayed with tepid water and brought into the warm and watered.

If you have somewhere indoors, light and totally frost free they can be kept a little moister so some leaves remain, or if its warmer they can be kept just growing slowly. Repot when new growth starts in spring. Some people like to repot before "hibernation" to check there are no nasties in the compost. Worth tipping out to check anyway.

If space is a problem, another year take cuttings and grow them on through the winter.