I think you have a couple choices. First, you can just throw the things away and start over in the Spring with new plants. Fuchsia's really need to stay watered b/c those darn aphids and mites attack them so easily as you've noticed. But the second option is to overwinter them in like a greenhouse and prune them back to old wood.
With less foliage and better airflow through the leaves as well as some good vigourous spraying with water, you can shape the plant up for next year.
Patrick