All the lily varieties would do fine in your zone. I mulch in the late fall for extra protection (I use finely chopped oak leaves, just in case, orientals especially). Orientals often lose vigor in these climates after several years, but very much worth growing anyway! Some orientals that do well in these colder zones and are found in commerce are 'Starfighter', 'Dizzy',& 'Casablanca'. The lighter varieties in color, paler colors that are shown in catalogs, often do not show the delicate colorings here. It depends on the year. Also, if you have more acidic soils, lilies in general tend to be happier. The Orienpet (OT) lilies seem to do well no matter what and most have a lovely fragrance with less fuss.
The more different classes of lilies you have, the longer your bloom period. I like to stretch mine out as loooooong as possible. Also of note is that most trumpets will need staking in their second year, when they often get the heavy blooms and height. Also VERY,VERY well worth growing!~
Hope that helps!