It depends on where you live and what types of succulents you own.
Do you know what type of succulents you have? If not, click here for help with identification! Once you know what you have, you can learn if they are cold hardy or not. If you have cold hardy succulents, like Sempervivums and Sedums, you won’t need to cover them up.
In a zone 9 or above, you probably won’t have to do anything to protect most of your succulents. They can handle a freeze or two. Take a look at this map to determine your growing zone. Knowing which succulents you own will help determine if they need extra protection from frost as well.
If your plants are in a growing zone higher than yours (perhaps a 10 or 11) and you have them planted in pots that you can move, your best bet would be to move them indoors if there is going to be an extended period of cold. Remember to adjust your watering schedule, and be sure they receive enough light.
Depending on how often you get a freeze and how cold it actually gets, if you have succulents planted in the ground, you can purchase frost blankets. These protect your plants from freezing, but are not suited for protecting against heavy snow and long-term cold exposure.