Aloe arborescens has got speckles of cold damage, and reddened curling leaves, but even the smallest agaves are fine. A rule of thumb for dealing with whether to cover your plants or not is: if the plant ogininated in the desert, cold won't bother it.
Most of our agaves come from either Mexican deserts or UT,NV or AR in the U.S. Temperatures in So Cal won't drop low enough to bother them.
Aloes vary. The ones from Yemen are tough, the ones from S. Africa more vulnerable, except the one pictured.
Stonecrops seem to love the cold, as do sempervivums and lots of the sedums. If you are worried about frost damage, Debra Lee Baldwin uses a sheet. Or, you could use a floating row cover (less costly than most sheets). Henry Field's http://www.henryfields.com/ seems to have the best price.