For two years on the trot I left some of mine in the ground! They were on the plot and there only for cut flowers so I was not too desperate to keep them. (3 different types)
They grew in the corner between two grass paths and at the back of a shed. I covered the lot with a large heap of compost and piled dried grass over the top of that. I was surprised when up they came each spring bigger and better. I took a chance I must admit.
Coming up bigger and better is the benefit of leaving them in the ground. I have one now that is five years old and grows into a fabulous shrub-sized plant. It lived through the past two winters. BUT I am in the south.
It is worth experimenting, I have found different varieties and also different positions in the same garden (varying microclimates) make a difference to survival or not.
Dahlias are, after all, quite cheap to replace from seed/tubers if they are lost.
PS Digeroo I know this advice possibly isn't much use to you, as colder where you are, but others might find it helpful info.
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