I'm in a warmer zone but last year--my first to winter sow--I set jugs of alyssum (3/13), cleome (2/27), lettuce (3/7), tomato (2/28) & salvia (4/11) out in the snow. The alyssum grew & bloomed right up 'til Thanksgiving. The lettuce was fabulous and delicious. The cleome bloomed most of the summer and one of my tomato plants grew--in a container--9 ft. tall, producing LOTS of yummy tomatoes. The seeds won't sprout until their genetic code tells them the light, moisture and temperature are right.

I didn't lose a single winter sown sprout due to cold temps even though I worried they couldn't take temps down into the teens. They could and did.

I just put my containers out last week, around the same I did it last year. After I set them where I wanted them I tossed a good layer of snow over them for insulation, since we're still getting below zero temps here too. I don't know if it was necessary, but I thought it couldn't hurt. I haven't put out my tomato seeds yet(ran out of pots...I use 16oz styrofoam cups w/plastic rubber-banded over them.), but last year they went out with everything else. My peppers, zukes and cukes I start inside mid to late March, along with a few extra toms.
I am WSing both annuals and perennials, but a lot of the seed is quite old. I thought I'd use them up to see what I get.

mandolls, have you visited Wintersown.org ? Its a wonderful resource. I've read it front to back (some sections more than once) haha
This link is to the specific area relating to your question but the entire site is so helpful. Where it says 'Winter Sowing Database' you can find your specific zone and what works there.
I'm sure you'll find lots of answers there :)

Here is a link that might be useful: Selections of seeds appropriate to Winter Sow

I wintersow all perennials from Xmas through March. Then in April I'll sow some annual flowers outdoors. I do all my peppers and tomatoes indoors under the lights, but they go out to the greenhouse when they're quite young and get nice and stalky from the cooler temps.

Thanks everyone - I have been starting everything under lights for the past two years, but I dont really have the best light set up, so when I read about WS I thought I should give it a try.

Nancyplants - I have been to the site, but obviously haven't spent enough time there - thanks

I'd be interested to know how your clam shells turn out for you. I have one and thought I'd WS my peas in it. Peas here are allegedly to be planted out March 10th. I think WSing them might give me a bit more time for the ground to warm up before I dump my plants in it.

Experiments make life interesting.

Yup, if it's perennial or hardy stick them out whenever you want. They know to wait till it's time. I don't usually get lots of sprouts till the night time temps start hitting forty.

Are tender perennials okay?