If you have a regular winter, with snow cover, you should have much success with many of our plants.
If you live in a cold area with wind, try to be careful of your planting sites and give them a little protection from this wind.
Desert temperatures are a wonder. There are plants out there that I know have made it through -12 deg. F., (-16 C) but will freeze out here at 20 deg. F.(-5 C.). They will not tolerate root temperatures below freezing. In their area the ground does not freeze even at 0.
If your ground freezes to 2 inches(5-10 cm) or more desert species are not for you. We have also had this problem with high elevation species that are under 8 foot of snow during the winter. This is one of the reasons people on mountain tops at 8000+' can grow things their friends at 5000' cannot grow, snow protection.
The plants that tolerate ground freeze the best are native in the Chaparral, Pinyon Juniper Woodland, Alpine Fell- Fields, Northern Juniper Woodland , Mountain Meadow, Great Basin Sagebrush, Lodgepole Pine Forest, Subalpine Forest, Bristlecone Pine Forest, and Sagebrush Scrub. The communities that will not tolerate it at all are Creosote Bush Scrub, Joshua Tree Woodland, Mixed Evergreen Forest, Redwood Forest, and Coastal Strand.
You may have trouble with middle to high elevation species not coming out of dormancy along the coast. If you can't grow regular apples, peaches and other fruit trees that need a winter chill most high elevation plants are not for you.