Cold damage is inevitable if you live anywhere that cold weather can creep in. Here in South Georgia, we love our perennials, but the first freeze can turn them into balls of straw. The first inclination is to go and trim them, but before you grab the clippers, you may be causing more harm than necessary.
The Mexican Heather we have planted in our flower beds and pictured right always takes a hard hit with freezing temperatures. Each year I try to resist the urge to clip them before spring so that the bed won't look so messy.
The reality is that even though the tops of this plant are damaged beyond repair, the roots are still good and have a great shot of regenerating in the spring into healthy beautiful plants. The damaged plant, although unsightly is working to act as shelter for the roots below. If you were to remove the top growth and another freeze sets in, there's nothing to protect the roots and frost or freeze could damage it to the point it may not come back.
So think before you clip! If you absolutely can't stand the look and have to trim, then apply a good layer of leaves or straw on top of the plants to protect the plants from further winter injury.