I did just what you suggested and have many varieties for colder climates. Many are the cherry varieties though. Last year I only got Cherokee Purple (not a cold variety) that I dug up and put in a container inside. The others all got frozen on an early fall night when it was supposed to get down to 38F, but actually got down to 25F. I have started indoors a month earlier to try to get a harvest on some things like tomatoes, squash and peppers.
Have built a cold weather box? I’m not in a cold area so I don’t know how effective they are. http://www.savvygardener.com/Features/cold_frames-hotbeds.html As a boy when I lived in Michgan our neigbors used something like them (not as sophisticated) to get a start on their veggies. It worked.