The goal is to keep the bare root plants cool and dormant, and protect the roots from freezing or drying out.
You can generally hold the plants up to two weeks in the bags they arrived in, in a cool (35-45º F) location. Check the bags for moisture a couple times, the shredded paper around the roots should be moist and there should be humidity present on the inside of the bag, standing water more than a 1/2 inch or so is undesirable.
Alternatively, you can heel (temporarily plant) the dormant plants in a loose pile of soil or compost outdoors (in the shade if temperatures are on the warmer side) until you are ready to plant.
Potted dormant plants (evergreen or deciduous) can also be held in a cool location, or buried outdoors, to the rim of the pot, in the compost pile. Potted hardy plants that are showing new growth are no longer dormant, and that new tender growth will probably be damaged by temperatures below 30-32ºF. Keep them in a cool (35-60ºF) but bright location to slow new growth until most danger of frost is past, harden them off, and plant.
If late frost threatens, you can provide temporary cover to protect them. If the new growth is damaged by cold temperatures another flush of growth generally occurs within a few weeks. Hold frost tender plants at a moderate temperature, 50-65ºF, with bright light, until all danger of frost has passed before taking them outside for the summer.