Where do you live roughly? Arborvitaes are pretty hardy so don't need much protection usually. If anything just provide a snow break around the top so they get snow around the base but not a heavy build up along the tops. But the downside to all that is eventually they will get too big for you to do all this. I'd leave them be and let them develop the strong stems to withstand the snow load. If the snow load bothers you then just beat them to knock some of the heavy snow off.
