Sempervivums and sedums can be quite cold tolerant.  Both my sempervivum collection and my Sedum dasyphyllum 'Major' are spending almost every day outdoors.  The sempervivum winter coloration is especially compelling; the Sedum dasyphyllum 'Major' is a more attractive plant in its fresh juvenile form but it has an oddly compelling noodle-like appearance as it ages and winterizes.