I'd go for it, but maybe winter comes earlier where you are than it does here. If you have time for the plants to put out root growth before a hard frost, then it's worthwhile. There are a few plants that don't like being moved in spring, though, so you'd want to stick with easy ones as well as ones that are completely reliably hardy. If you lose a few, you may still come out ahead.

I would not leave them in the pots, I'd plant them in the soil and mulch well.

Are you sure you can't plant directly into your lasagna bed yet?

I think I'd try to get them in the ground if possible. If you do want to leave them in their pots, I think I'd try to cut off the pot bottoms to improve drainage. Some plants really don't like winter wet. I have also successfully overwintered a few things in pots by tucking the pots up along the south end of a heated workshop and mulching heavily with leaves and straw. They came through just fine, however they were freebie plants and I figured if they made it fine, if they didn't, oh well. You're further south than I am and we're just now getting to the end of the time for planting potted perennials. Good luck.

Ditto with diggingthedirt. It's what I do every Fall with new plants and it works. Enjoy.

I have overwintered in pots many times. Dig the pots in so soil is to the rim of the pot. Make sure the area is not flooded in spring or things rot. Best place to put them in a sheltered spot right next to the house - it is warmer there.

Planting out is also a good idea. I moved in Nov, zone 5. I dug up quite a few plants, and plucked them into the ground in the new house. Did not loose one.

It's late to plant things now, survival is iffy. BTW, where are you in z4IL, I'm in Winnebago west of Rkfd? If you decide to put them in the ground now, mulch heavily with chopped leaves. I have successfully overwintered potted plants buried in my compost pile. I usually turn the plants/pots on their side to avoid drainage problems. I have a few to get planted too. Just couldn't resist those end of season sales. Good luck.

Like madtripper I have overwintered hundreds of plants in pots and concur with the advice. The most important considerations in winter survival are: very good drainage, protection from winter winds, and minimization of temperature fluctuation (those February warmups are killers). A protected, north facing location is preferred. In addition to burying or heavily mulching as suggested by others, you can also cover with a large pot weighted with bricks or stone. This method will offer extra protection to plants susceptible to crown rot or frost heave.

You didn't say what plants you are thinking of purchasing. Some plants overwinter better than others. In my experience the high risk categories are: grasses, anenomes, heucheras, heucherellas, tiarellas, ferns.