This winter season starts much colder than usual.  It looks like frost protection might be a hot topic (pun intended).

Traditionally, 7 days with a low temperature colder than 32 degrees are expected between December 1^st and February 15th. Again this year it might be earlier.  Protection against frost in Phoenix is special because the coldest it ever gets in the middle of the day is in the mid-40s. The problem is the huge temperature swing between day and night on a clear dry night. Protecting against frost in Phoenix, is protecting against the few night hours where the cold damage occurs.  Plant frost sensitive plants in the warmer locations, on the South or West sides, up next to a block wall which will capture and store heat energy from the sun, roof overhangs are making a huge difference.

Getting ready for it:
 Be prepared for the first frost.
It might occur any time starting now (normally after December 1st), have your plan ready, know which plant will need protection.

 Make sure that the plants get enough water.
Wet dirt under the tree absorbs more heat during the day and radiates more at night. Water in the morning and make sure that the foliage is dry by sunset, so that evaporation doesn't cool down the leaves. 

 Make sure that the plants don't get too much water. Beware that some plant or tree will rot if kept wet and cold... Papaya, for instance. I have killed many succulents by overwatering them by cold weather.

 Do not use fertilizer containing nitrogen:
It might push the plant to generate new growth, and seem to make old growth more sensitive too.

 Store plants in pots and container in a frost free area:
If you are storing them for the night, choose a cool place (a garage for instance). If you are storing them for longer it should have enough natural light. Avoid taking the plants inside a heated area of the house to avoid temperature shocks.  Against a south wall is generally adequate.

 Wrap the trunks of young citrus and other cold tender trees
to protect them from the frost. Cloth is ideal.  Avoid plastic or other material that can trap moisture.  These wrapping may be left on during the frost season.  If the foliage dies, at least you have a fighting chance that the tree will bud in the spring.

 Cover your sensitive and exposed plants with a sheet.
It is better if the sheet covers everything and touches the ground, but any coverage will make a difference. Put the sheet at sunset, and remove it in the morning as late as possible. Do not remove it if it is still dark. Minimum temperature and frost damage occurs at and just after sunrise. If you are not sure you will be able to remove it in the morning make sure that the sheet covers just the top of the tree. Do not use plastic sheets.

 Provide extra heating:
If necessary hang an outdoor light just off the ground, well away from the trunk, under the blanket to provide additional heat.

Damage assessment:
One major rule: Do not removed damaged parts
 They protect the plant.
 A significant part will surprise you and sprout back leaves in Spring.

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