The worst thing you can do is buy furniture that is made out of natural fiber, because it is very easily damaged. If you do decide to buy natural fiber furniture, you will have to spend a lot of time moving it into the garage every winter. However, if you buy true wicker outdoor patio furniture, you won't have to move it in the garage every winter because it's weather resistant.
Ideally, you should find modern wicker outdoor furniture that is made out of synthetic fiber. They look just as good as natural wicker furniture and it would be very difficult for people to know the difference. In addition to this, they are also heat resistant and UV resistant.
You also have the option of buying a commercial patio umbrella to cover your modern outdoor wicker furniture. This offers further protection from the elements.