Scot - I'm working on something like that myself. Building benches for my porch, and I'm going to have tall posts on each that I can hang screen/poultry wire panels on to keep out the critters. My apartment complex is swarming with jays - come springtime they'll pick my pots clean of moss if I give them the chance.
Scot's on to something about it being a little too cold in the winter to make a big difference in terms of temperatures. But I'll play devil's advocate and point out though that even with little difference in temperature, protection from wind can be very valuable in the cold. On the other hand, you can just wrap a tarp over your plants, or mulch them, and that should work about as good.
~Joe