South Florida is a subtropical climate, so frosts and freezes should be rare in a southwestern Florida garden. Still, they are not impossible and can do heavy damage to plants that are accustomed to a prolonged warm climate. If the occasional freeze or frost does happen, it will be during the winter months, when many Florida gardeners are tending cool-season or temperate-zone vegetables and fruits.
Choose plants that are appropriate for your cold hardiness zone. Southwest Florida varies between USDA zone 9b (in which the lowest temperatures are 25 to 30 degrees Fahrenheit) and zone 10 (where the coldest it gets is 30 to 40 degrees Fahrenheit). Zone 10 gardeners can grow subtropical and tropical plants with better results than can zone 9b gardeners. See the Resources section for a detailed zone map.
Mulch your plants in the fall. This is the easiest and best protection you can give them against frost and freezing. For flowers and vegetables, use quick-decaying, organic mulch like straw or grass clippings and spread it lightly, no deeper then 2 or 3 inches. If the winter is mild enough, the mulch may break down and need to be reapplied in late winter. Around trees and shrubs, use heavier mulch like wood chips or shredded bark. Always leave a circle of mulch-free soil directly around the stem of plants and avoid mulching very young plants and seedlings.
Water the day before a frost is expected. The plants will do better if the soil is moist during a freeze, as their roots can still reach the water that has soaked in, and water helps insulate the roots from cold. Besides, winters can be dry in south Florida, so don't subject the plants to double stress from both drought and freezing.
Cover the plants. The night a frost is expected, throw lightweight covers over low-growing plants. You can use old sheets, light blankets, or tarps for this. Avoid using plastic, as it can freeze to the plants and cause more damage. Use stakes, poles or cages to support taller plants before they are covered, to avoid crushing or breaking them. Take the covers off in the morning so the plants don't suffocate and overheat.
Take a cue from Northern gardeners and use cold frames---box-shaped or upside-down-V-shaped structures that can be removed or have the tops swung up to let in sun and rain during the day. For extended periods of frost or an unusually cold winter, consider building cold frames for especially tender plants. They can be made with old window frames or screens, scrap metal or lumber. See the Resources section for instructions on making cold frames.