There are a couple steps you will want to take to make this successful. Don't fret--it is all easy. First, before the first frost, look plants over for any signs of disease or insects. Then cut plants back half-way. If plants are in the ground, dig up and transplant into containers, using potting soil. Then bring the plants indoors. If you can put them in a sunny window, that is great. I keep mine in the basement near a window with some daylight, but also use a grow light for several hours a day. Water plants as the soild drys out. You may want to pinch shoot tips a couple times during the winter to encourage branching out. Before returning plants outdoors in the spring, fertilize. You will have a head start on growth compared to new plants sold in the store!
There is another technique that I haven't tried yet, but may. It is called dormant storage. Geraniums can survive most of the winter without soil, if they are stored properly. This is because they have thick, succulent-like stems.
To use this method, dog up the entire plant before frost. You will want to shake the soil off the roots gently. Then, store plants inside open paper bags or hang them upside down in a cool (45-50 degrees), dark location for the winter. A few times during the winter, you will need to soak the roots in water for 1-2 hours. Check the stems--as long as they are firm they are okay. If the stem is shriveled, toss. Late March or early April, you will want to pot the surviving stems and water well. Cut back any dead stem tips and place in a sunny window. Be patient--it can take several weeks for plants to start growing again.
I had geraniums that my neighbor gave me when she moved. I kept them alive for 5 years till this year, when I put them out for some sunshine on a warm day before the last frost. My husband missed getting them back indoors.
Think green, save green!