We've had a harder winter than is typical for Niagara. And that brings up the first consideration for trying plants in your garden. Learn what plant hardiness zone you are in. This refers to the average winter minimum temperature you will experience in your region. Zones range from 1 (the Canadian Arctic) to 11 (southern Florida). Most trees, shrubs and perennials are sold with a hardiness rating on the tag. A Euonymous that is hardy to zone 4 for example will live happily in zone 4,5,6 etc. regions, but possibly not in zone 3 where winters are colder. Here in Niagara we are typically a zone 6 region although we can experience warmer zone 7 winters or on rare occasions zone 8 winters. These zones are further broken down into 6a, 6b, 7a, 7b etc., with "a" being colder than "b". A zone 6a experiences average winter minimums of -20 C to -23 C and zone 6b has temperatures down to -17 C to -20 C. So far this year the coldest I've recorded in my garden is -15 C, which would make us a zone 7b.
Once you have memorized what zone you are in, forget about it. Plants don't read books.
Every region and even individual gardens have micro climates where the climate may be one or even two zones milder than the regional average. A sheltered south wall for example is the perfect location for a banana such as the one pictured above which has grown in Niagara for four years with a minimal of winter protection. It is certainly preferable to the typical notion of the Canadian landscape.