As long as the varieties that you planted are good for the zone that you live in, they should be able to handle these cold spell, just as they would when they remain unsold in pots at your local plant nurseries. You should, however, add between 3 and 4" of mulch about 6" past the drip line and you should also water if winter is dry and the ground does not freeze, which it should not in this area of the Metroplex. During winter, water about 1 gallon of water every two weeks or so if there is no precipitation or the soil feels dry.
My hydrangeas also look pitiful, as the recent cold weather finally started drying out the leaves. They currently look like spinach leaves look like when they have been boling in water. In other words, dark green and quite sad but that is normal. The woody stems and roots though will be fine as many of these shrubs can handle several zones colder than yours.
Hydrangeas need very little fertilizeration (apply one cup of cottonseed meal, composted manure or organic compost in April and again in June) but consider doing no fertilizing in 2012 if your pots came with those round fertilizer pellets. Should you forget to fertilize some years, nothing bad will occur... assuming that your soil is not deficient in soil minerals.
You will need to water them weekly when they leaf out in March. Water when the soil feels dry or almost dry, that is, when a finger inserted into the soil to a depth of 4" feels dry or almost dry. Starting in late May, temperatures will probably head to the mid 90s so additional waterings may be needed. Even more may be needed by July-August when we hit 100s but, add more mulch by then, if you can, as it helps minimize the frequency of your waterings.
On their first year, leaf out times (March-April) and blooming times (April-May) of Macrophyllas are unpredictable because the wholesale nurseries make the plants bloom at abnormal times. So, do not panic if they are late. Always wait until late May before deciding to pull out any hydrangeas that did not make it thru winter for whatever reasons. Any stems that remain dried-out looking can be pruned by that time too (late May).
Pruning instructions, should you need them, will be in the plant label for each of the shrubs that you purchased. But if you planted the shrubs in a location where they can attain their mature size, you will -normally- not have to prune.