In Ontario I would divide in spring. It can be risky to plant late in the year. I don't think it is unusual to grow daylily seedlings through the winter, it keeps us northerners gardening through the snow. But it's only worthwhile if you can provide enough light to keep them growing well, as Maurice noted, otherwise you might just as well start them in spring. Some people find they don't have enough light, or they fertilize/water too much in relation to the amount of light and temperature, and the leaves get floppy. There's a temptation then to cut the leaves back but then you're cutting off the "food factory" for the plants and you haven't gained anything by the early start.
