I think there are probably hardier species in some genres. I have a rebutia which I unfortunately can't identify as I've has it for ages, which happily grew in a outside for five or six years. I got a heliosa about two months ago and have lost about four pups off it, first some dried out and I was told I was underwatering, then today one rotted off so it looks like I am overwatering it My other rebtuias seem to be okay but I am not going to put them in the ground for now, I am not sure about them yet.
My old noto was fine in the garden, most parodias seem okay, trichocerues, cereus, echinopsis, opuntia and some mamms grow well in the garden too.

This is my local nursery, the landscaping page has some suggestions. I forgot oreocerues and cleistocactus seem to grow fine outside too

http://www.collectorscorner.com.au/Cacti/LandscapeCactus.htm

I was going to try and start an outdoor gardening thread later when everyone gets going with their gardens, it will be good to trade tips.

Yes... it would be. I've never grown cacti in the ground before and just figured it would be a waste of time and plants down here.. CP's garden down here puts that line of thinking to rest pretty well though there is a difference between cold hardy plants and cold and WET hardy plants.

I think that's where the raised bed and good draining soil is the key, but I have seen a lot of those and had some planted at Mum and Dads house that have survived much wetter conditions than we have now.
I think most of the columnars mentioned can tolerate more water than most, and I think using older established specimens is also a good idea.
CP's garden is a good inspiration for us all
One of our international members has some great pics of columnars topped with snow in his garden, aajoo is doing an outside patch as well.

This might be useful too: http://members.multimania.co.uk/cornishexotics/hardy_cacti_north.html