Are you contemplating on getting a frost proof hose bib?
The answer is YES!
A frost free hose bib is made in a way you do not have to shut off the water supply from inside of your home to prevent freeze damage from cold temperatures in the winter.
It has a valve that opens and closes when you turn the faucet on/off and cuts water supply when in the off position. This is crucial because it prevents water from sitting in the pipe and freezing! This better prevents faucet leaks, burst pipes and water damage.
However, you still need to disconnect the hose in the winer. You could potentially break the frost-free faucet if the hose is left connected because water is trapped inside of the head and pipe.