Which USDA zone are you in?

welcome to GoY.
it depends on your winter temps. in the uk most of the hardy types are hardy to -10C

let us know your usda zone.

No, I never dig mine up. They do come back again, but not always. Seaburngirl is dead on. That girl knows her stuff!! It depends on how severe the winters are here in New York. I refer to them as short-lived perennials. My gardener mistakenly mowed over them a couple times and they gave up the ghost. Then he thought they were weeds and ripped a few out because I go for the au-natural look. Instead of crying about it, I just buy new ones and I'm smiling again.

Gosh I've not been called a girl for years :o far too many to count haha.

haha :)