LOL...only thing I could think of when I read the subject title was prophylaxis LOL
Maybe that's just me though.
Anywho...kinda depends on how much work you're willing to go to. If it's cold enough that your plants are dormant during that time of the year, I'd wrap them and let them go. Otherwise, if you're willing to put in the effort to wrap/unwrap each time, I guess go for it. I've also heard about people using Christmas lights to keep them warm....not really sure how well it works.