You can let frost get them to get a longer growing season. But if you have decided you had enough and want to put them to sleep, just stop watering them and let them go dormant. Let them wither, die and dry and the tops should fall off after a week or 2. Dig and rinse the "bulb" and let them dry and store dry over winter until you want to grow them again. I just put them in a box, no dirt, no nothing, in my basement. Never lost one.

ditto to Chicago's advice. Make sure they are good and dry before you store them and all the foliage and roots have dried and fallen off. I store mine in the basement in paper bags with the name of the variety written on the outside. The bags are lined up in a box and are open at the top so there is airflow to the bulbs. I know lots of people just stop watering and store the pots dry for the winter, but I'm always afraid there will be moist soil in the bottom of the pot that could cause the bulbs to rot.