Of course, these zone ratings don't take into account microclimates that some gardeners can take advantage of. Many urban gardeners can take advantage of the heat island effect, where the day temperatures are higher because of the heat from cars and buildings. Buildings and paving absorb this heat and radiate it back at night, so the night temperatures also tend to be higher. Urban gardeners benefit from this to different degrees, however. Temperatures in the downtown core might be significantly higher than those by a park or on the edge of town. However, if you live in a large city, many experts seem to agree that you can probably grow plants rated for one zone higher than yours. (Many of these same experts also seem to think that the zone ratings listed on many plants are either inaccurate or just plain guesses, too.)
Other microclimates might occur in your garden that will expand or restrict the types of plants you can grow. A sunny, sheltered spot might get you another increase in zone, but an exposed location, or one at the bottom of a hill where frost will linger on a cold night, might kill a plant that is rated for your zone. Locations with good snow cover will also overwinter plants better than ones with only sporadic snow, which means that those who live in areas prone to snow-melting Chinooks may have more difficulty than gardeners whose winters are colder but snowier. That is a lot to think about, but usually the best strategy is just to ask staff at a local garden centre or to find out what your neighbours are growing.
And if one of my lovely perennials doesn't make it through the winter, I just ask myself, "Who wants to grow such a fussy plant, anyway?"