There were peony forum members on GardenWeb in prior years that grew them in zone 9 and 10. There's also an article by Don Hollingsworth about growing peonies in warmer climates, don't have it bookmarked anymore but you can google it, basically says to cut them back in late summer to force dormancy. I think tree peonies and maybe Itohs would be your best bet to start with. Hopefully there will be someone here who can speak from actual experience in warmer zones...
Welcome to the peony forum!
