i've never overwintered one successfully, granted I've only tried late arrivals and fancy strains... if they were easy, they wouldn't be a rare find i tried to baby all winter, but i've tried many times with no success, I do much better in ground outside.
i think they key is buying them early, before they are in full bloom, dig a wide hole so roots can easily take advantage of remain warm weather... because even though they don't bloom till it gets cold, they only actively grow when it's HOT. They are hot weather wolves in cool weather sheep's clothing.
mulching is another good idea, at least in the first winter if purchased in fall. it's a great excuse to do less yard clean up too- which I am all about ! i get very lazy after a full season of watering and weeding.. i do blow all the leaves toward the center of the lawn, give the giant pile a couple passes with the lawn mower to shred it, then just blow it sloppily back into a reasonably even layer that's not too ugly, so grinding with the mower first is key. garden loves it, lawn loves it and so do I when spring comes. anywhere there is a plant, the leaf shreds will catch and create their own mulch pile. I do cut them back (and mulch that too) so it's not a total mess, but rather than cutting to the ground, I'll leave 4-6" .. it's helps to collect mulch and ID placement in the spring when I do cut down to soil level