Goes for any mulch. You want to wait for the plant to go fully dormant (i.e. roots included) before protection. Otherwise, you risk having an incompletely dormant plant that's nice and warm and still trying to grow in November and then in December BAM! comes a cold wave that it's unprepared for.

Yes, that, and with roses specifically they are prone to canker if they are covered up without freezing first.

Actually I covered my roses really early for quite a few years before I discovered this and mostly had decent results. I guess I was just lucky.

I've also heard that you don't want to encourage mice from setting up a nest.
But I always find it a challenge to get the timing right. For instance, all this week the temps are forecast to hover around freezing, but by the weekend it warms up again. So I guess I should wait.
But then without warning we could end up with snow and I'll have missed my opportunity.
Mostly I want the mulch on to protect the plants in the spring, when the snow can melt and then another cold spell strikes, leaving the newly emerging plants vulnerable.

All of the above. You are waiting for the ground to freeze, not the air. Here in Minnesota, average first frost is the end of Sept, but the ground doesn't begin to freeze until at least Mid November. The goal is to keep the cold in, not the warm in, and moderate the cold at the same time. This way, freeze/thaw cycles will be at their minimum.

Rick

And it's important to keep the protection on in the spring, not to take it off too early, tempting as it may be. Some years you can get some awful weather in April and May. I do rake the leaves off in some of the beds, but i leave them there to be raked back on if need be. I also fluff the leaves up a bit in spring, especially in areas where they get matted down too much.

Well, now I know =:)

Thanks everyone !