The first hurdle in plant selection is to identify your growing zone. 1 is coldest 11 is warmest. If you live in zone 7 and use plants from zones 1-6 then those plants are considered hardy and can remain outside year round with out winter protection.
However these plants, although tough, are not very interesting. Zone 8 and 9 plants will thrive in zone 7 they just need a little help to get through cold winter months. They can be wrapped, stored in pots, a basement, garage or greenhouse.
The next challenge in establishing a plant collection is understanding the different groups of plants. Trees, Shrubs, Evergreens, Roses and Perennials are five of the most common plant types; they are more than 40 groups. Orchids, Groundcover, Tropical, Bulbs, Fragrant and Drought Tolerant are a few more. Be aware that a plant may belong to more that one group and it may belong to different groups in different geographic areas. Many gardens heavily feature just a few groups choosing to rely on tried and tested. This is a missed opportunity.
If you have the vision to 'bump the zone' you can add uncommon color, shape, texture, fragrance and foliage. For decades I have been drawn to the challenge of growing those plants one or two zones higher than my location. A vital skill in building an interesting plant collection is the ability to propagate plants. Growing plants from seed, division and cuttings will allow you to really push the boundaries and display something breath taking.