*Ahem* Ok, this is me coming from Aurora, Colorado now. A wide variety of yuccas and cacti do surprisingly well here. I was especially surprised how well my joshua tree is doing. There are a extremely large trunked yuccas planted in and around my area that are thriving. It's the dry air that really helps them live in the "colder" climate. I'm told I live in a zone 5-6.
I also have an experiment going. I've planted a Trachycarpus Fortunei- (a windmill palm), in addition to a few other "hardy" type palms. When it gets colder I'm planning to construct a greenhouse-type structure around them. (Well, ok.... my wife is really the handy man-woman uhh... person, who I'll be assisting).
I started looking into greenhouses on EBAY, but my wife thought they'd probably collapse with the snow on them, so we'll be constructing something more sturdy. I know this is officially a "yucca/cacti" thing, but I snuck in a few palms too.
I'm planning to get additional yuccas for my yard - especially some larger, trunking yuccas. Soon I'll be visiting a nursery that apparently has these type of yuccas which is in a city about 30 or so minutes away from me.