Kristi, most of them should overwinter in your area with a deep layer of mulch on top, I would think.
I'd be inclined to plant tender tropicals on the south side of your house if possible, though, to give them the longest season of bloom you can. Shade in the middle of the day through the hottest weather doesn't hurt, either. (it often clouds over here in the afternoons through summer)
At our house in Utah (zone 6 at best) the south side was at least a zone warmer than the rest of the yard.
