Mayo - I agree with your plan. Grow a few of the seeds now and hold back a few from each cross (keep them in the refrigerator) until Spring. I always hold back a few anyway on each cross because the unexpected can happen. Don't put all your eggs (er.... daylily seeds) in one basket (so to speak). I think you have a very good plan! Good luck!
Maurice - So cold won't damage a plant as much as heat in many cases? I live in a hot zone and have no experience with freezing and snowy conditions. I assume the soil will protect the plants in cold temps, but can not protect them in high temps?