What to do with potted perennials in winter?

Y’all give such great advice and info, I can’t resist asking my own question! I have six or seven pots of perennials outside and am not sure how best to deal with them over the winter. Would I be best off planting them all in the ground now (before it freezes) or can I put them in a sunny yet sheltered corner and hope they survive the cold? I’m not sure I have good places to plant them in the ground (without serious digging and soil amendment) so that’s not my first choice — but I’ll follow your wisdom because these are really nice plants (lots of vinca in hanging baskets, along with hardy cape plumbago, artemisia, osteospermum, and a ground-coverish plant with small pink flowers I can’t remember the name of). I live in zone 6, western New Mexico, and our first frost is due any night now. Thanks!