I would not wrap them in plastic - condensation will cause significantly more problems than leaving them exposed.
Our rig sits on the side of our house - we are the corner house and the side the rig sits on is parallel to the road. I was concerned about rust/corrosion from salt used to treat the roads (road spray and such).
Just before it is time to set it for the winter, I hook to the truck and use the rear jacks to lift the rig slightly. I then stack the front landing jack blocks with wood high enough so there is only an inch or two exposed jack in the front when it is just slightly nose high once removed from the truck.
I then use WD40 to spray the exposed parts once a month. This year I had the truck treated (underbody) with a chemical called Fluid Film and bought a small spray can and will treat them with that this year. It will need to be cleaned off but it should last most (if not all) of the winter, instead of trying to remember to spray them each month.
I have thought about several possible ideas including wrapping them with pipe insulation, plastic, etc and always come back to just spray with WD40 to keep them clean. (and that has worked so far). I did think about building an wooden u-shaped box to put on the one side that is exposed to the street, sort of like a guard to minimize splash to the landing gear.
Only the front 2 landing gear are down all winter. I would prefer all 6 being down in a warmer location but that won't happen this year.
Walter & Donna
2011 CC LB RAM 3500 CTD 6.7L DRW
2013 Cedar Creek 38FL
2014 Days Camping: 35