I've posted on here so i can follow any answers you get, as i would like to know as well...ta.

Me too.

If your fuchsias were in pots, that's why you lost them - that or they were non hardy varieties. If you have hardy fuchsias in pots, plant them in the ground for the winter and do not cut anything off them at all. The time to prune these is in about April, as new growth starts appearing, cutting back either to ground level or to where strong shoots are appearing.

I always take cuttings to overwinter indoors, then if you do lose our main plant you alway have some new babies to replace them

I have two hardy fuchsias in the garden which are both still in flower. I don't do anything with them now until about end of April/beginning of May, when I start to cut back any woody bits. They survived last winter OK although they were slow to start. Really, you need to know whether these are hardy or not.

This link I got from Scotkat.

http://apps.rhs.org.uk/advicesearch/profile.aspx?PID=579 gives great advice.
Basically take inside, frost free and cut back about half and pot down for space dont allow to dry out. Mine in garage, cuttings in conservatory.
Im sure others with more experience will advise.
all best

If they are hardy ones and planted deeply (up to 4" below the crown) they could be OK. When the flowers and leaves eventually drop you can cover the crowns with a mulch of fallen leaves for further frost protection - some will probably blow away but once they get wet its surprising how many stay put. Every spring I think I've lost mine, but eventually the little new shoots appear at the base and I haven't lost one yet. Don't cut off this year's branches until you can see if any of them have survived - if they have, only cut them back part of the way, otherwise take them out at the bottom. You might be lucky enough to get cuttings to root even so late - worth a try anyway, just in case of an arctic winter. Having said that I am in West Wales, which is a lot milder than where you are. My sister in Ayreshire just relies on cuttings.
Some are hardier than others so it would help to know the varieties you have.