If I was still in Chicago I may be answering very differently. However, I live in NC where the climate is mild even for winter time. I treat my hair the same year round, wash n go's that I start on Saturdays that give my 3-4 day hair that turns into a head band then ponypuff by Friday.....

But, if I did use a protective style, I'd have to go with a low or high bun using spin pins (those things really are great).

Amoniquec83--3c/4b zig zag banana curl crazyness ~~ Finally got ponytail lenght!
comb poo on Saturday's
add Long Aid or Infusium 23 condish to dripping wet hair
finger comb through to blend product
twist into a ball to squeeze out water
gently pat drippies with a towel