It's late to do this, but starting a new plant one or two months before the first frost and bringing it ni the garage is the best way to overwinter them.

You would have to cut them back in any case, because you will root prune them simply by digging them up. A problem with digging them up that you will need to take a big enough root ball to have enough fine feeder roots as opposed to a handful of thick main trunk roots, which is what you will get if you dig too close to the crown.

Plants that do not have tubers, corms, bulbs, or other food storage organs close to the crown are often planted in submerged clay pots, with the main roots working through the drain hole. As long as the soil in the submerged pot has been given some water and nutrients during the season, it should have enough fine roots to carry it over the winter. Water just enough to keep the plant barely damp.

When you take the plant out of the ground, leave enough of the smaller and medium sized stems, since new axillary growth comes out more easily from there.

Thanks Richard. I'll try and get a big root ball and leave some stems on. Next year I'll take some cuttings I guess

This is what I did today. I put the Salvia Farcinea's in a bundle. I dug a deep hole (8 in or 20.32 cm) put bone meal at bottom and put the plants in their sideways. Just a few leaves sticking out at the top. I think I'm going to put bottom half of a milk jug on top with a whole in the middle for rain. See if it works.