I heard Walter Reeves talking about gardenias yesterday. Most likely you, along with many other Georgia gardeners, have lost those gardenias to the cold we experienced this winter.

I don't know which gardenias you have, but I would not put mine in full sun even though I am much further north than you are. I wonder if they got stressed. Mine did survive the 5 degree temps, but again I might have different ones (I have the dwarf ones) and mine are well established.

I planted a gardenia in May of 2012... it really thrived that entire summer, and bloomed well last summer. It looked great, and now it's entirely dead. :(

I'm guessing the harsh winter killed it... what should I do differently next time? Cover it in the winter?

It depends on what gardenia you used. There are gardenias that are more hardy than others so make sure you pick something that is appropriate for your zone.