Most perennials simply need a good layer of mulch applied late in the fall. The purpose of mulching in this case is to protect the crowns of the plants from the alternate freezing and thawing that occurs very late in fall and in early spring. It is important that the ground be allowed to get cold before mulching, so wait until early to mid-November before covering the plants. There are several mulches that work well for winter protection of perennials. Straw, hay and leaves are the most common.
Straw is the stems of wheat or oat plants and is usually a bright golden-yellow in color.
Hay includes the leaves of plants, usually grasses such as Timothy or canary. The advantages of straw are that it doesn't pack and insulates well. The disadvantage of straw is that it takes so long to break down in the compost pile. Hay is a good insulator and will breakdown readily when composted. It does tend to pack down and may have a few weed seeds.