Short of bringing them inside - a garage or some such - there's no guaranteed way to winterize clay pots that have plants in them. The freeze-thaw cycle is what causes the pots to crack, unless the pot is empty, clean and dry, and inside. High-end, hard-fired terracotta has a better chance of resisting the cracking.

That said, to winterize a clay pot containing plants, raise the pot off the ground to encourage good drainage. Try to position the pot in an area less likely to suffer from wet, cold conditions - under an overhang, in a southern exposure or in a corner. You could also wrap the pot with straw or bubblewrap.

Then just cross your fingers.

PV

If they're hardy perennials, move the plants to plastic pots for the winter, and bring the clay pots indoors. If they're annuals, compost the plants, and dump the soil in a large container such as a trash barrel with drainage holes.

So far my clay pots on a patio in BRooklyn have weathered a few winters. My feeling, since I have no room to store them in winter, is that the likelihood of their breaking is just one of those urban dweller things I have to live with. I have two fairly expensive planters, though, and my hope is that, by leaving plants in plastic pots and treating them as cache pots, they won't be subject to as much freeze/thaw and therefore less likely to break. Not filling the planter with soil might be a partial solution, or dumping the soil in winter, though that's less practical.

the main thing is to keep the pots dry - then they won't crack. i line the big pots with grocery bags or any large plastic bags (cutting a hole in the middle for drainage), and then put soil in them. also i use double saucers underneath: one i downturn, so there is no standing water at all, and then the second one is upturned as usual to collect water. it would help to keep all winter pots under overhang too - with minimal rain/snow exposure. then i also nestle one pot into another: sort of dig a hole in the middle and put another smaller pot in as deep as possible - i usually have fewer plants on the balcony in winter, so it also serves as storage/'deco-tower' sort of thing. even though the inner pot will be more damp - i had never had breakage. i have thin vietnamese pots that i've been using for many years over wintering. some stuff i wrap with big bubble wrap outside pots, and then nestle them into big pots too(make sure there is a hole for drainage). and water sparingly, only when needed and never before a freeze.

re: breakage. perhaps i need to add that i have a north-east facing balcony, very bright light, but no sun in winter - when my pots freeze, they stay that way. if your pots are in blazing sun - that is harder. it'll help if the pots are grouped and hence pots are shaded by the neighbors. and on the edges, exposed, only glazed pots, light colored.