It's always best to pick the last of your tomatoes before frost hits. You can always take your green tomatoes indoors and let them ripen on your counter.
If you have a lot of green tomatoes, wrap them individually in newspaper, or place them in layers in a box with newspaper in between. Make sure they are not touching, as that way if one goes bad, the rest shouldn't be affected.
Be sure to check them regularly!! This is a mistake I tend to make as time passes. Then you suddenly look and have a very large quantity of ripe (or over-ripe) tomatoes to deal with.
Covering tomatoes in the garden:
If you are only expecting a very light frost, with a long period of Indian Summer afterward, cover the plants with plastic, sheets, cardboard - whatever you have. Be sure to tuck in the plastic and sheets around the bottom, as frost creeps along the ground.