Johanian,
The earlier the better for planting semps but you don't want a greenhouse grown plant to get frosted either. You might have to cover the plants if cold weather is predicted just to get them over the hump. Once they're established in your climate they should be fine and not require any extra protection,
Some sedums die to the ground so this is a natural process for some. Others are evergreen. My inclination would be not to water anything this time of year. Of course I'm getting PLENTY of rain here.
Hope that helps!
Kevin