I tried an experiment this year, admittedly I'm in Cormwall and we don't usually get much in the way of frosts, but I decided not to insulate the greenhouse as I had a problem with botrytus last year, due to the lack of decent ventillation.
I left the door very slightly ajar all the time and even though we had our coldest winter for years, everything survived. On the coldest nights I just draped some fleece over the really tender plants. It worked a treat.
It also worked for a friend of mine who is experimenting on the cold tollerance of South African plants. He tried this method on the fringes of Dartmoor, and even the strelitzias came through undamaged.