That's right, cuttings are really the best way to carry over your coleus from one season to the next. I've kept coleus cuttings in a jar of water for literally months. Last winter I took cuttings to my daughter's house in Salt Lake City, and she kept them going on a windowsill for at least 2 months.
The difference between coleus and dahlias is that the dahlias have stored moisture and food for the dormant period in their tubers. That's why you can store them dry and they will survive. Coleus don't have any storage. You have to keep them alive and growing very slowly.
