Thanks Daisy, that helps some.
Thanks to all the rest as well.
I figured there is more to hardiness than just cold as you mentioned with the examples of snow and insulation. I made the mistake of leaving Elephant Ears in the ground over the winter a few years ago. When I had them growing somewhere else in the yard they came back for years, but rotted in the new location. Now they get lifted.
I found one of my Bleeding Hearts sometimes dies in the summer and comes back when it cools back down; other times it stays green until fall. I tried to pay attention to such patterns but could not make a correlation with the zonal info - other plants with "lower" maximum zone numbers weren't affected, which is part of where my question came from.
As far as micro climates within my yard, I look at light requirements when deciding where to plant, then locate based on that need. Soil & water can be then be adjusted for the spot if necessary.
I too try to get plants that are hardier than my zone. I've had disappointments with zone 7b plants not being quite hardy enough for my 7b locale. I try to pay attention and put extra protection on any questionable areas when we have weird cold spells, so most do well over winter.
I try to make the best possible decisions when getting plants. I've selected alternative varieties many times because my first choice's zone was iffy. I would rather have a successful, happy plant than one that caught my eye but was not the best for our area. Gardening is supposed to be fun; seeing a plant die because of a lack of some research and making a poor choice isn't enjoyable.
