You'll want to begin trimming back marginals and removing tropical plants a few weeks before the first freeze. Some plants are hardy and able to survive the winter. You may want to leave them out until the first frost so that their systems are encouraged to grow tubers. Tubers are stores of energy and food that the plant can access while there's less sunlight or less nutrients.
Do some research into your particular plant hardiness zone on the USDA website. You can compare the plants in your garden to this chart in order to see how well they'll fare in your climate and conditions.
