I agree with Srihari, generally, and also with most of what Stormy says, with a caveat. Assuming they've been outdoors all summer, plant them, now - but don't plant into a mound (sorry Stormy!). I don't know whether your Clematis are large flowered cultivars or species clematis, but cultivars can be prone to clematis wilt. The way to discourage this from killing your clematis is to prepare the planting area at least twice as deep and wide as the rootball of your plant, preferably incorporating some good compost (humus rich material such as good garden compost, composted animal manure, whatever), take your plant out of its pot, place in the hole at an angle, so its partially on its side, and low enough so that, when you backfill with soil, the bottom inch or two of stems are also buried. This encourages more shoots off the roots next year, so even if some succumb to clematis wilt, plenty more should take over. Mulching over the top should help give protection, but if you get good snow cover during winter, that will act as an insulator too.
If animals chewing at the shoots might be a problem, then incorporating some kind of collar or tube at the base might be useful, but might not - new stems will arise from the base anyway, and these may be outside any type of collar or tube you've put in place. Even if the stems do get cut by something, the clematis will produce more, as long as they're not continually cropped.
Your clematis will be safer in the ground than out of it through winter, but bear in mind when deciding where to plant, they need something to scramble up (can be a shrub nearby or clematis mesh or pea sticks or an obelisk, or a huge tree or wall, depending on variety), and they like their roots in shade and their heads in sun in a fairly sheltered position.
Without any clues as to which varieties you've grown, its impossible to advise on pruning, height and spread, etc - there are some varieties that may not survive the cold, but most will. Consider also the huge variation in size of clematis when thinking where to plant - they range from 8 feet high by 4-6 feet wide to 35 feet high and 12 feet wide, the larger ones being species clematis such as C. montana.