It really depends on your typical winter. Most of us down south don't have to worry about prolonged cold where our trees sit in frozen soil for weeks or months at a time. When it gets real cold, my trees go under the benches or under the deck, maybe with some leaves placed around the pots. At most, they've stayed like that for 2 weeks during the last 6 winters. If you think you'll likely get consistent cold each winter where it will be at or below 20 F fairly regularly, I'd find a place out of the wind AND sun and mulch them in. If you don't get that kind of cold, you can get away with less. Ultimately, it's up to you and your living situation. One of the reasons I'm reluctant to leave my trees on the ground long term is because I have a pointer who has no understanding or appreciation for trees in pots...for their own safety, the trees stay on the benches as much as possible. During a typical winter, I may need to move the trees to the ground and back again 2-4 times, which can be a bit of work...but it's worth it in my mind.