While it is true that you must find out a general distance for your frostline, some of these answers will have you working for weeks just to get one post in the ground!
A basic rule of thumb for fence installation is about 1/3 of the fence height needs to be in the ground. This is IF you are using concrete to support your post. If you are not using concrete, then you should go a little deeper.
While it is true that concrete will rot the post faster, depending on the style of fence, concrete is a near necessity. The fact is that a fence with posts set in concrete will last around 15-20 years using today's treated lumber. The posts should be standing there IN CONCRETE when the fence becomes an eyesore (15-20 years) and will at that point need replacing.
Any fence contractor will tell you that they are not digging holes much more than this. They set posts in concrete every day. The fences stand, and then eventually rot (even with treated lumber).
I was on a jobsite yesterday which I had helped install the original fence nearly 20 years ago. The posts were set in concrete about 20" deep (4' high fence) and the fence is still standing today. The posts are rock solid.
I could go on, but I am probably boring you...
:)