Pull out existing, finished plantings if you are not collecting seeds. If you are collecting seeds to re-plant next year, leave plant until pods are brown and dried or hang in a cool, dry place. Write down the varieties that you had success with for future reference and planting. Weed the garden bed and rake, rake, rake! If you have time, you can plant a cover crop such as Annual Rye Grass. The winter will kill this crop off and it will slowly decompose during the cold months, putting nutrients into the soil for spring crops. If you choose not to do this, cover the soil with grass clippings, chopped leaves, bark mulch, or other items to keep the bed covered and protected during the winter.
For gardeners in warmer areas (zones 8-10), prune your perennial plants for their short rest period. This will help them get started on their second growth cycle. You can plant more perennials or bulbs at this time for late winter growth.