Skyscraper lilies probably won't need any special protection, Iain. Cannas are another matter. After the frost burns them back in fall, cut them down to ground level and cover them with 15-20 cm of coarse mulch or evergreen branches. Remove the mulch when the nights are fairly consistently above freezing in spring. Note: a winter like last one may kill them anyway, in spite of the mulch. You might want to dig up and store a few rhizomes of your favorites, just in case.