There are several types of affordable greenhouses that you can build or buy. Depending on your climate, greenhouses can range from a simple plastic tarp to a glass structure building.
Zone 9 and Up
If you live in zone 9 and up, your average evening time temperatures will rarely go below 35° F. A simple plastic tarp over your sensitive pond plants and garden plants is all you will need. Heavy mulching with grass clippings and leaves will also protect your in-ground plants. However, in Zone 9 most plant damage will come from frost bite and not from freezing ground conditions.
Zone 8

Hardy plants that do not need protection are: cattail, rush, reeds, canna, hardy water lily, iris, parrot feather, and primrose creeper do not need protection. They will die back and come back to life in the spring. To help your plants weather the winter and keep ice off of the pond, a simple hoop house right over the pond will work for you. It is easy and cheap to build.
Floating plants (such as water hyacinth, water lettuce, and frogbit) have leaves that are full of air and are easily subject to frost bite. An easy way to winter over your floating plants is to build an aquatic garden light box with an aquarium lined with mirrors.
Zone 7

A lighted or heated hoop house will work for you if you do not receive a lot of snow in your region. But, you will need to keep the water circulating to prevent freezing over. A thicker plastic is also necessary. The hoop house in my latest design shows 6 mil. thick plastic - which is white instead of clear and does not allow in a lot of sunshine. A better option for you is to use 2 layers of 4 mil. thick plastic sheeting that is insulated with 1 inch wide bubble bubble wrap. The best option is to use Visqueen. This is a thicker and harder clear plastic that will withstand cold temperatures and snow pack too.
Zone 7 and Below

Cold Climate Gardening Articles

Gardening in Alaska
If you can learn how to garden in Alaska then you will be able to garden anywhere!

Gardening in Nebraska
See how this gardener successfully grows beautiful plants even in severe Nebraska weather.

Build a Cold Frame
A cold frame is a mini greenhouse you can make out of old windows.