Change their water frequently. Also be sure they have a place to stay out of the wind. Replace it or add to it if it's thin or non-existent. Make sure your windows are well sealed, not drafty. Check flashlight batteries and keep some candles handy at night.
Water lines are prone to break when it's frigid.
Arctic explorers and military experts have developed what is called the Wind Chill Factor, which shows the combined effects of wind and temperaure as equivalent calm air temperatures. In effect, the index describes the cooling power for various combinations of wind and temperature, and will help you gauge how much protection you really need.