Pots need to be tucked in for winter if their inhabitants are to survive unscathed. There are three potential issues. First, autumn and winter rains can cause waterlogging. This means dormant roots are sitting in water - a recipe for root rot. Second, anything tall or vaguely top-heavy falls over a lot in winter winds, taking a serious bashing. Finally, there are problems with frost: because the soil in pots is so exposed, it is more likely to freeze solid than the soil in the ground. Frozen roots cannot take up any moisture, while pots that are not frost-proof can crack.
Pot feet are the solution to waterlogging. These wedges of terracotta make a little tripod under the pot, lifting it clear of any pools of water and letting drainage holes do their work. But they do make tall plants even giddier, so use them only on your short and sturdies.
Grouping pots helps keep them upright and may prevent freezing, particularly if you shore them up in a sheltered, sunny nook. Solitary pots, or those too large to move, can be bubblewrapped to keep off the worst of the frost. It doesn't look great, so if that bothers you, just keep a roll handy for particularly cold spells.
Some plants need a winter coat. After the first light frost, pack straw or fleece around bananas, trachycarpus and ginger lilies, then cover with hessian. Tie up the leaves of cordylines to prevent them getting wind-battered. Agaves and tree ferns should have their crowns protected from wet.