Hi! Is this for your own consumption? I assume it is, so here's some advice.
Some herbs taste great when dried, others taste much much better when fresh. Bay leaf for example cannot be consumed fresh - it has to rest at least for a few days, otherwise it's mildly toxic. It can be dried easily and effectively: just cut a few small branches and hang them upside down in your pantry.
Oregano tastes better when dried than fresh (or at least we tend to use it more in dried form); traditionally the branches are cut at the base when they are blossoming - those branches are the most flavorful and they would wither away anyway. I have lived in Massachusetts and probably (if I had a choice) I would proceed to drying my herbs there in September rather than October. That's also when they're still highly aromatic because of the longer daylight hours.
Among the herbs that taste great both dried and fresh are sage and thyme. Again cut some branches, assemble them into bunches and hang them upside down to dry. They will look something like this: http://www.allposters.it/-sp/Erbe-appese-a-seccare-Posters_i845226_.htm If the air is moist then you will need the help of an air-conditioning device or stove to dry it up a bit.
All three (oregano, sage and thyme) will survive the winter indoors with minimum care (if there's enough sunlight, not necessarily direct, as in a patio or veranda). So if you have loads you can dry some but keep the plants. In my experience neither thyme nor oregano are particularly picky in terms of what to cut - just remember to leave an inch or two at the base so it can push back, preferably at a point where you notice little leaves at the sides (so it branches out again from there). Sage is VERY picky in this respect - at least in my experience - and you need to prune it before the winter or it won't push back properly in the spring. So cut away all the long tips - cut them right where you see new little leaves and branches sprouting, so the new leaves and branches can push back. If this is not clear enough I can send you pictures. Incidentally, this is the way to harvest it whenever you need to use it: I don't know how experienced you are - but I've seen loads of sage (and basil!) plants ruined by owners who picked the big leaves at the bottom instead of the tips: you end up with a kind of candelabra that struggles to bring nutrition to the tips and does not push back.
Stop watering your plants a day or two before harvesting so they have the maximum concentration of essential oils and minimum moisture. If they were outside of course you'd have to harvest on a sunny day.
Basil needs to be cut the same way as sage throughout the summer (just above the spots where you see new little leaves sprouting at the sides). It won't survive the winter, so just pull out your plants and process the leaves. With most plants I tend to do permaculture, but basil tends to exhaust the natrium in the soil, esp. if you cut it continually through the summer, so I empty the pots into the composter. Dried basil can be used in some dishes, but the taste of fresh basil is incomparable. So again I would recommend freezing in oil or in a preserve such as pesto (there's definitely a recipe for that in the Cook / Pantry section of this website).
You don't need to preserve your parsley: it will last for up to two years if you just cut as much as you need when you need it - it'll keep growing back again. In an indoor garden it'll survive the winter (mine survived temperatures as low as 16°F last winter). There's no need to dry any; but if you have loads you can freeze some. You can freeze it just as it is or in oil (I think there is a tutorial in the Pantry section (if not, do a search on the web).
Cilantro works the same way but is more sensitive to cold temperatures (since it originates in warmer climates); so it's best to freeze it. You could also freeze prepared mixtures for later use (depending on what other ingredients you have and what dishes you enjoy cooking. A few suggestions: sofrito (Puerto-Rican style), green curry paste (Thai-style) or bagnet verd (Piedmontese-style - this last one has parsley, not cilantro).
I see marjoram does not feature in your list. I know it's not well-known in the States, but it's a great aromatic plant. Next spring you could try and grow some - add it to your frittatas, vegetable pies, fillings or to the tomato sauce for your tortellini. It's fantastic! It is basically a variety of oregano but tastes different, is more sensitive to cold weather (though mine survives the winter indoors), and is best used fresh.
Do not hesitate to get back to me if you have any further questions.
Hope this helps!
Dulcamara from the Italian Riviera (Genoa, Italy)