Leaves make great mulch and winter ground cover for gardens and around shrubs and trees. And, they are free. Shred your leaves and pile them on top of your annual garden or around perennial plants and shrubs. This will help insulate plants and protect them from winter freeze damage.
In the spring, you can till the leaves into your garden.
Since large leaves get wet and mat down they provide poor insulation it is important that you shred your leaves first. The best way to do that is to run over them with your lawn mower.