We encourage clients to water until the ground freezes then let it go. Newly planted trees, shrubs and perennials need that consistent, deep watering to help them put down a good root system and help them store up for the winter. Evergreens especially need water for winter storage, because their needles are exposed to the cold winds causing them to loose moisture when other trees no longer have green leaves to evaporate water from. Regular watering should be done until the ground has frozen enough that it will no longer absorb it.
PS – If winter warms up enough to melt the snow cover and thaw the soil (extended period above 36-40* Farenheit) it is a great opportunity to water new plants and evergreens.