Tim & Dennis,
Shrub jackets probably work well in some zones, but if you need serious winter protection, then you may need something more substantial than the shrub jacket. I have tried lighter coverings here in central N.J. and have experienced "die back" on my trees every time. So now I tripple wrap my trees,eg: 3 layers of burlap, 3 layers of weed cloth, and finally a complete covering with plastic tarps. I also bunch up all the mulch that I keep around the base of each tree and pile it up around the trunk of the tree to protect the root ball from freezing. Anything less than that and I run into freezing problems. That is why the Sonatubes that Rich talked might work for me. But..... you did bring up a valid problem, that is, "storage" of those tubes during the 3 seasons that I am not using them. They dont fold up like tarps and burlap and weed cloth. Soooo, maybe I have to give that a little more thought.