One of the first season-extending tools to hit the market was the garden cloche. Simply cover the plant you want to protect with the cloche after you water the soil. You may need to push the cloche into the dirt to keep it in place. Cloches aren't new, they were invented by French farmers more than 100 years ago. Originally they were made of glass, but the latest on the market are made of heavy duty plastic that can hold up to light and changing temperatures.
A nifty new gadget is the greenhouse umbrella. It looks a lot like a plastic cloche. The advantage of this umbrella is that it folds away to be very small and light, which is great if you don't have a lot of storage space. You pop it open, just like you would a regular umbrella, and set it over the plant. The pole in the center goes right into the ground to hold it in place. This model is over 3 feet wide and 2 feet tall and it's perfect for an herb garden or a container.
Another popular season extender is called a Wall-o-Water. It uses water to provide an additional layer of protection between the outside conditions and the plant you're trying to protect. You start by filling it with tap water but don't put hot water in them, it will stress the plastic. They're easy to install, they basically just wrap around the plant to form what looks like a plastic tee pee. As the sun heats up the air the water is heated as well. As the temperature cools down the water keeps the plant warm. It even helps in very cold temperature because the water gives off heat as it freezes.
If you're on a budget, try this simple tip: Cut the bottom off a white plastic gallon milk jug using a knife or scissors. Water the plant first, then place the jug over a small plant you want to protect, pressing it an inch or so into the ground. The water and soil will heat up inside the jug when the sun has a chance to work its magic. The diffused light of the milk jug is good for growing seedlings and small plants like lettuce. One note of caution: the milk jugs can really heat up during the day so you need to remove the cap to allow for ventilation and at night replace the cap to catch the heat.