I have tried a few different methods of protecting small palms and the following is my new favorite for ease of installation and removal, sturdiness, level of protection, and easy summer storage.  To prepare the site you need to clear the ground around where you going to put the cage so it's level and free of stems/trunks/plants etc. You also need to trim the crown so there's only about this many leaves left.  Washingtonia's stems are way too stiff to easily bend into a desired position, so it's best to trim off any leaves that hang lower than 45 degrees to the trunk.

Next take cheap bird netting (it's some kind of plastic) and loosely wrap the crown. The idea here is to make the leaves gather in a tighter cylinder than what the plastic enclosure is going to be so that there's minimal leaf contact with the outside plastic.  The netting also serves as a hanger for the C-9 Christmas lights.  Newer Christmas lights are now being made of LEDs which are great for a low electric bill because of their high efficiency, but they're terrible for heating.  A light bulb's inefficiency (heat) is exactly what we're looking for.

The jugs are filled with water to act as a heat buffer.  Water jugs are greatly misunderstood.  They don't add heat to the enclosure, but they do slow down heat loss.  As the air inside the enclosure loses heat through the side walls to the outside air, the water jugs release some of their heat into the air inside the enclosure, effectively slowing down heat loss.  Water has a much higher heat capacity than air, but other dense objects would work like stone, brick, etc.   But like everything else in physics, there's no such thing as a free ride.  Just as it slows cooling at night the water jugs also slow heating during the day, but the whole idea is that the heat from the folowing day's sun is so powerful that there's plenty to go around.

Next I roll fencing around the palm.  This fencing could be called welded wire, wire fencing, galvanized fencing, etc.  Get a height that will allow you to use the same enclosure for at least a couple of years.  Dig a small trench under the fencing to allow your electric cord to enter.  Then fill the trench back in.  You don't want the metal fencing touching or pushing against your electric cord.  You also don't want any places where plugs are exposed to the weather.  You need an extension cord that plugs in to an inside outlet, or to an approved wet location outside outlet.  The other end of the cord must be inside your enclosure.  If not, you'll be asking for trouble.

Where the 2 ends of the wire fencing meet, secure it with small pieces of wire, wire ties, short lenghts of rope, etc.

Next I use metal stakes to secure the bottom of the wire fence to the ground.  These aren't strong enough to prevent tipping of the structure, but will brace the bottom from shifting.

Wrap the enclosure with plastic.  You can buy greenhouse film specifically designed for this purpose, or you can buy cheap drop-cloth style plastic.  They both work, but the greenhouse film will transmit more light and will last longer because it resists UV light from the sun.

Cap the enclosure with some type of lid.  I used a baby pool which is super convenient, but it doesn't provide much insulation value.

Finally, use ropes to secure the top of the structure to either another object (like my fence), or to more stakes in the ground.  This keeps the wind from knocking them over.  These structures do have a pretty large surface area, so the wind will try to move them around.