Hopefully, someone from your general vicinity will jump and and advise you with some good local information. Every climate has its own set of rules for winter protection. Since we don't know what your climate restrictions are (Nevada is pretty diverse), it's a little difficult to give you the best information.

In the meantime, you could certainly try calling your local extension office to talk with someone in your area. They can be really helpful (sometimes).

Daylillies get the flower stalks removed, and in most cases the leaves will wilt with the first good frost, and can be raked away.

the coneflower can be cut down to about a foot (if you want more, saving the seedheads will accomplish that- but they reseed themselves readily)

if the peonies are just ragged looking, leave them until frost. if they're powdery looking (mildew) or spotty, cut them down. ALWAYS dispose of peony foliage- it and rose clippings are some of the few things that almost never go in to the compost heap, they're too prone to carrying disease.

the snapdragons can indeed be harvested for their seeds- if a hybrind variety, you will get a 'random' mix of results next year. if they're a standard or heirloom kind, you'lll get pretty much what you got this year.

the butterfly bush? kinda depends on what you want from it. some people like them light and airy and huge- they get trimmed to shoulder height, and thinned a bit.

some whack them all the way back to knee height once they go dormant, then clean up any crossing trunks.

me ? I'm trying something new I saw at Longwood Gardens- I'm training mine in to a tree- removed everything but one upright trunk, staked it in place, and am whacking it back to just beyond the top of the trunk, forcing it to put out side branches, which then also get trimmed- you might know the old clairol commercial, where two friends becomes four becomes eight becomes enough to fill the screen, yes? same principal.

any loose litter, sickly looking leaves, and dead branches should be removed, and a top dressing of compost followed by a winter bed of mulch is always good :)

Butterfly bush: I'd cut down in Spring. Depending on your climate, cutting to ground now may be iffy. You can do it in CA, but if you get freezes where you live....???
Day lillies: I suppose you could cut to ground. Will come back.
Echinacea: I leave these up all Winter. Birds like the seeds. But again, feel free to cut down if you find them unattractive.
snap dragons: Yes, collect the seeds. The seeds are miniscule. Dump some on the ground now and you can actually sow these during the Autumn/Winter to get a good start. They bloom early and are tolerant of cold.
Know zip about peonies.

Wow you guys are so quick to respond and with valuable advice.
Thanks again for all your input.

I have some succulents and Begonias that I need to bring in for the fall. Can anyone help me?

Just bring them in!....I would look carefully and perhaps wash with the hose and spray with insecticide so you don't bring in something you don't want....but just bring them in!
Linda C