When it comes to the roses, I mound with dirt or mulch which not only protects them from cold but also from rabbits.
When it comes to trees or large shrubs I provide a woven wire collar 32" high and a foot across which protects from rabbits and mice and gives (very limited) protection from deer. I see lots of trees and shrubs surrounded by plastic fencing - the kind used at construction sites. My local hardware store sells the hardware cloth in 1/2" mesh in 3' lengths, just right for making the collars so I don't have to do any cutting. They are wrapped in soft wire which I unhook and use to weave the edges together after placing it around the shrub or tree. And I usually drive in a fence post near the tree so the wire doesn't rub against the tree bark. My own feeling is this is a one time effort and expense and it saves me the cost of the original plant so it's worth it.
Spice bush (lindera bensoin) in bloom right now is a native shrub not eaten by anything. Lilacs do fine, also mock orange. Some junipers do OK - some don't. I've grown kerria in well drained soil and it does fine and is not eaten. Nothing eats iris psuedacorus, daffodils, hyacinths, snow drops, glory of the snow, squills (highly poisonous) digitalis, lily of the valley, monkshood, - the list goes on.
I grow heptacodium (large shrub or small tree with fragrant blooms in August) but protect with wire collar as above. It soon grows away from the deer. And nothing seems to eat spirea prunifolia.

Very useful list, thanks! I have been struggling with this same problem. My general solution has been to cover the few shrubs/small trees which I love (several Japanese maples, my fothergilla, a few others), and let the rest sink or swim.

I am surprised deer have not eaten your hydrangeas! Are they close to the house?

Here's my list of what has done okay without protection:

Spirea
Quince (they do eat new growth but quince is tough!)
Viburnum (a few varieties; again, new growth is often eaten)
Clethra
Magnolia (flower buds get eaten if not sprayed)
Beautybush

I don't understand why people haven't yet realized that the deer overpopulation is harmful to the local ecology -- it goes way beyond our gardens. They are decimating many varieties of hardwood trees, and I wonder what our forests will look like in fifty years. Not to mention other animals whose food sources have been eaten by the huge numbers of deer.

Well, the Sumac and the Fothergillas are coming back.
I guess I'll try the cages...If I make them all slightly different
diameters, they could mostly be stored nested in each other.
Thanks for reminding me Oldroser. I wonder if the 1x2 mesh would suffice
rather than the hardware cloth (I have some), we're talking adult rabbits
wintertime. The voles all come from below.

I'm moving the Euonymous to a strip of grass between two
parking areas close to my buildings, I doubt the rabbits
really dare come dine there.

I planted six new Spirea, 'Magic carpet' and fire something,
and cleaned Lowes out of Boxwood 'Green mountain'in the 5 gal. size.
Reading up on the (widely varying) clipping information for box balls.
Anyone have experience?