The rule of thumb I have followed with success is: if the plant is stem hardy (no winter die back) you can plant up to 1 month before the first heavy frost, if not, plant before July 4th.

Hardy perennials are not frost sensitive (although they may very well experience foliar die-back) - annuals and tender perennials are. As long as the perennials are fully hardy for your zone, you can continue to plant until the first hard freeze. This is NOT the same as a hard frost and generally results in the soil freezing to some degree (temperatures into the 20's or lower for several days). Soils take much longer to cool than do ambient air temperatures and plant roots will continue to grow until the soil temp drops to around 40F or lower. Make sure you water them in well after planting regardless of weather conditions - dry soils leave the plant much more vulnerable to cold than do well-hydrated soils.

Heucheras - coral bells - tend to be more vulnerable to frost heaving than do many other perennials, so mulching well to prevent this is advised.

I know many gardeners in the upper midwest that continue to plant well into November - you should be fine.