In a coldframe
The protection offered by a coldframe will allow you to overwinter a larger range of plants. Insulate the sides and top of the coldframe with layers of bubble plastic or blocks of polystyrene. To overwinter plants in the coldframe you can plant them or pack them in boxes. Check them periodically and remove any dying foliage to prevent any disease. During mild spells in late winter and early spring you can water them if necessary.
In the shed
If you don’t have a coldframe you can overwinter any plants that would be overwintered in a cold frame in your garage or in a frost-free shed. Trim the plants back and pack them in wooden boxes or trays filled with a mixture of equal parts potting compost and sharp sand. To prevent roots from drying out line the box with perforated plastic sheeting beforehand. Check them from time to time to make sure the compost doesn’t dry out completely.
In the greenhouse
If you are one of the lucky people that have enough place in your garden for a greenhouse, then you will be able to overwinter any kind of tender perennials here. If your greenhouse is unheated you can overwinter in better conditions all the plants that were suited for the above conditions and even some more. Place the plants in an insulated box after trimming them back. If your greenhouse is heated then the range of plants that you can overwinter here is much larger.
In the house
Indoors you can overwinter the most valuable and unusual tender perennials, the ones that you care most and want to keep them from year to year. Pot them up into containers that are large enough to accommodate their rootballs. Keep them in a place with enough light but away from direct sun, in a cool room that is free of frost. The ideal place would be a conservatory, a porch or even an unheated bedroom. This is the best way to overwinter any precious plants or prized specimens.