Here's how I overwinter my Black'n Bloom Salvia:
I leave them out in the garden for as long as possible after the killing frost. Usually I have leaves over the plants, so uncovered ground might actually be frozen over an inch deep before I dig, but the plants aren't frozen yet. I dig up about 5 plants because I usually lose a couple over the winter. Then I throw them in a tub or a big nursery pot and I put them in the garage or basement. I let them sit dormant until around New Year and then I pot them up individually.
I have a cool, south-facing window in the attic, and that's where they go first. The cool temps really help them not to get leggy. As soon as it's warm enough, I try to get them in the greenhouse. Here are the two plants I've got growing this year:
Tonight I took cuttings from those donor plants and I got 13 pretty good ones. I think I'll be able to take a few more cuttings in about 3 weeks because I'm sure there will be some duds.
The fastest growing cuttings will probably need to be potted up once before it's time to put them out around Memorial Day. This strategy worked out really well for me last year. I think I had 16 plants to put out, and I gave my Mom 3. They looked really nice, but the hummingbird action wasn't great, which is unfortunate because that's why I grow them.