Is that really necesary? Unless you have been pushing the zone...and if you water very well before a hard freeze you shouldn't haveto wrap anything.
That is usually done for climbing roses that only bloom on old canes.
Linda C

No, believe me I wouldn't do it if I didn't think it was necessary-we had a very weird winter last year in New Jersey and I lost shrubs-

I know that you CAN buy it in the fabric stores, but I'd suggest that you also look in the hardware and/or gardening departments of your area garden or home improvement centers. I've seen burlap sold by various sized rolls for that very purpose.

You can probably find it in Home Depot too. They also sell these bag contraptions that are made of white landscape cloth - the same stuff that they use for floating row covers. Anyway, you put the bag over the shrub then stuff it with leaves leaves are best) and tie the top closed. I used it on a Hydrangea when I was "pushing the zone". But it's way too much work - I figure if a plant can't survive winters here, I wasn't meant to grow it.

Having worked previously at a fabric store and currently at a nursery, get the burlap at the fabric store. It should be far cheaper than that sold at a nursery :-) With the exception of the broadleaved evergreen shrubs, you should not need any winter protection other than a good thick mulch (avoid the trunks/stems). Both the fothergilla and the clethra are winter hardy in your zone and as long as you have given them proper care this season, they should be well enough established to breeze through winter.

Broadleaved evergreens are another matter. They are generally less hardy in cold climates and will often experience foliage damage or more in a rough winter. Wrapping with burlap should help, but I'd mulch as well to protect the root system.