Most of my annuals either live through the winter (portulaca, edging lobelia, and some of the impatiens) or reseed like crazy (alyssum, nigella, calendula, clarkia, forget-me-nots, poppies, and others), so I don't have to buy very many new ones each year.
I do overwinter some tender perennials that might be regarded as annuals in other zones. Shortly before the first frost in late November, I bring all of my hibiscuses, plumerias, mandevillas, clivias, kalanchoes, and pelargoniums into the solarium for the winter. I grow them all in containers, so it's time-consuming, but it's not as labor-intensive as it would be if I planted them in the ground.
