In areas where an abundance of moisture falls from the skies, this tip is not necessary. In areas like Kansas which have not received much or any moisture this Fall, you might want to do this. I picked this up from a Wichita, Kansas news channel earlier this week.
Your perennial plants will probably be okay. However, if you just planted shrubs or trees this past Summer or Fall, it might be in your best interest to water them thoroughly right now. Chances are that their roots have not grown enough to reach pools of water below the earth's surface. If you have turned off your yard water for Winter, carry 5 gallons of water to each plant. This could make the difference between your plant living or dying.