Make rows of leaves on the lawn, put a bag on your mower's discharge and run over the leaves until they are all shredded into the bag. This will help the decomposition process when you add them to your compost. This will help protect the plant during the freeze-thaw cycle. If in a sheltered area, netting can be used to hold branches together as protection from heavy snow and sleet. Rhododendrons should be protected by tepees' of stakes or little fences' covered with burlap.
Large shrubs can have their branches tied to each other to help support the snow load.
Burlap strips or old pantyhose works well for this. Trees and shrubs that are in locations that drift in or are in danger of having snow fall off the house should be given extra protection. They are useful, if used properly. The idea is to place them after the ground has frozen to keep the soil frozen until spring thaw. Large boughs can be stuck in the ground to provide winter protection for plants such as heathers and dwarf rhododendrons.