Ryan mentions @eboone using a low cordon system for figs. I realize that not everyone is a fan and that all systems have advantages and disadvantages, but I would at least consider such a system for marginal zone in-grounds. For the past few years, I’ve been cutting back/bending and surrounding figs with straw-stuffed, tarp-topped cages. With multiple figs, this vertical wrapping/packing is troublesome, time-consuming, expensive (if you have to buy straw), and the results can be inconsistent. I’m going to start converting over to a low cordon system myself.
Just had a great discussion with a neighbor and forum member, who told me about a guy about 50 miles north from here who is successfully protecting “stepover”-trained figs with low tunnels . . . Something to consider!
And remember: regardless of protection method, micro-climates (e.g., sunny slopes protected from prevailing winds, southern exposures of buildings) are your friend, and will make whatever method you use that much better. Also, any method that takes advantage of residual warmth from the earth—as a low cordon or the burial method used by some immigrants in the NE (a little more labor intensive, but okay if you have only a fig or three to tip over and inter)—should, all things else being equal, offer better results at damaging low temperatures than vertically-oriented wrapping methods. Bending limber young trunks toward the ground and covering—which I believe @hoosierbanana often does—works, too. I believe some growers regularly prune away older, thicker and harder-to-bend trunks, leaving only trunks of an age and diameter to facilitate bending for winter . . . In brief, there are many roads to Rome. . . . but the most consistently successful methods do seem to take advantage of microclimates and the warmth of the earth in some manner.
However you do it, protecting at least some wood is imperative for decent production; and the more efficient and low-input this protection system, the better. It is true that some figs will produce main-crop fruit after total winter topkill, especially when they attain some age; however, such figs are unlikely to produce abundantly in such circumstances, and the figs may ripen so late in the season that quality suffers.
For your first fig, strongly consider just getting a healthy specimen of any Mt. Etna-type fig—Hardy Chicago has already been mentioned, and is a good one and easy to acquire. If you really like growing it (and eating its figs!), you can then get more. Actually, if all you have is a good, productive Mt. Etna fig, you’re doing a-okay! 
I’m with you there. I did this once, but the idea of hurting raptors—and, even worse, kitties! (yes, the Toxoplasma gondii is in full control now . . . and I’m lovin’ it!)----made me stop. I’ve been putting mothballs and castor oil-based repellents in with my figs; could just be dumb luck, but no damage so far. With low cordons, I will probably paint the trunks and main scaffolds with castor oil-infused indoor latex or whitewash, for added protection.