Thanks for all the great input guys.
Really helped me to get a better understanding of what to do with my trees this winter. I think I'm going to go with the cold frame along the back of the house. This is the South side of the house but it's much more sheltered than the front (North) side of the house. The front would have virtually no shelter from wind, rain, or frost. When I build the cold frame I think I'll put hinges on the bottom of the sides as well as the top so that if there isn't any real chance of frost they'll be, basically, just in the open. Still sheltered by the eave of the house though.
Last winter in Mississippi was an aberation. In early through mid-January we went 16 days without the temp getting above freezing (either tied or set a new record). Usually though it's not at all unusual for it to be above freezing most days. Not unusual to slip below freezing at night. And it's not unheard of to get temps over 70 in mid-winter. I think my main thing will be protecting from frost and too much water (Winter here is the rainy season. Snow? Yeah right
). And we have short winters. Probably got over a month before I even have to begin to worry about frost. By mid-March that danger will be past. So I think that for most days this winter my trees will just be mulched-in with the cold frame just being closed on nights (or days) when there is some frost.
Thanks again y'all.