Overwintering in Las Vegas, NV

I'm relatively new to gardening.  I live in Las Vegas and have had great success with growing a variety of peppers in a bed of purchased amended soil as well as my own home-made compost and added worms.  
 
Last year (my first year) I just dug up and discarded my plants.  I've read that peppers can survive for many years.  My question is "what is the best advice for overwintering in Las Vegas, where it winter nightime lows are usually in mid 30's to mid 40's but we can get below freezing.  
 
Options (as I see them):
1.  Aggressivly prune plants, transplant to pots, and place indoors or in garage.
                  --If I do this, should I water, should I place in light or dark, any specific soil, other concerns?
2.  Aggressively prune plant, leave in soil outside and protect.
                 --If I do this, should I water, should I cover ground with tarp, should I place burlap on plant, can I place burlap all winter or 
                    should I uncover on non-freezing days/nights.  
 
For me, it would be nice to clear garden so I can work freely on soil without working around plants.  But, on the other hand, it seems like transplanting into and out of pots could be stressful for plants.  
 
I'm sure this is an old topic and I've found advice on internet, but all advice seems to be for very cold climates (Midwest, Rockies, etc).  Vegas is sort of in the middle...typically mild but punctuated by some extreme cold nights.
 
I've got some plants that have really produced well this year...fatalis, habaneros, peach scorpions, scotch bonnets...and I'd like to see what they do next year.   
 
Thanks.  
 
 

I'm new to site and just saw previous long post on "overwintering" (after I already posted).   Great content and most of my questions are answered.
 
I'm still wondering if I can just prune, leave in ground and cover.  Thanks. 
 
:welcome:  to the THP forums from SC!! 
 
(might want to repost your ?'s in the growing section of the forums so more people could be able to see them to give you specific answers... - others with similar growing conditions/experience)
 
I've had good luck in Tucson (rather similar climate) with mild pruning and covering or bringing in only during freezing nights. 
Give the plants all the light they can get during they typical 40~50 degree sunny days.  This will give them some energy and keep them going.
 
Nights in the upper 30s are a bit stressful but, IMO, not dangerous.  The risk is that the temps will fall beneath the forecast.  40's (like tonight) I don't even worry about.
 
For freezing nights, burlap beneath a plastic tarp insulates and blocks airflow fairly well  Seal at ground level, and add a few large containers of warm water if it's going to get into the mid-high 20s or worse. 2 liter soda bottles, gallon milk/water jugs, etc. work well.
 
Welcome aboard shipmate, if feel are your answers a just a click away! :) have fun a don't forget to post pics.
Murrells Inlet SC
 
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