I started Rosemary cuttings last summer and one plant made it through the winter here in Alabama. Rarely do we have temperatures down to 0 degrees F, but that was enough to kill most (but not all) of the rosemary. Rosemary needs excellent drainage, not too much water (too much rain will kill it faster than low temperatures), lots of light, and no "hot" fertilizers.
I think in a pot on the porch is the best place for it, to keep it out of the rain and weather.