If you have diseased plants, pull them out and dispose of in plastic bag or burn, don't till them in. Toss leaves or other mulch around the roots of roses, peonies and other annuals to protect their feet from the cold. Now is also an excellent time to till in your organic fertilizer. Give it time to perk all winter and lessen the risk of burning new seedlings next spring. Ohhhhh, that is a whole entire topic in itself.
Wondrous things come from compost piles.
If you have containerized plants, insulate the containers or move to sheltered areas. Containerized plants are more susceptible to freezing and root damage than those in the ground. The entire outside and bottom of the pot are exposed to freezing temps and will nip the delicate roots, often killing the plants. Be sure to watch those containerized evergreens.