Hardiness zones range from 0a to 9a. How an area is zoned depends on seven factors:
Averagetemperature in the coldest month;
Averagetemperature of the warmest month;
Total rainfall from June to November;
A ‘winter factor’; and
Average maximum snow depth and maximum wind gust.
The basic premise is that you can plant anything at or below your zone and expect it to live through the winter unprotected. You can still grow plants above your zone, but they are often treated as annuals.
Since our climate is changing, hardiness zones are periodically updated (last updated in 2016). Saskatoon has increased to a zone 3b, so we can expect little winterkill on plants labeled zone 0-3.
Hardiness zones are based on what unprotected plants in open areas can withstand. Therefore, if you are able to provide winter protection (i.e. with mulch or ample snow cover) and/or you live in a fairly protected area (i.e. within in a town or city), you can expect plants with slightly higher hardiness zones to make it through the winter with little to no winterkill.
Plants are notoriously labeled with hardiness zones higher than their actual zone. In part, this is due to a lack of cold-climate test plots and because many greenhouses do not want to take on the risk of “over-promising” which plants can reliably grow in their area.
Is there a better way?
To figure out what plants will survive our winters and which ones will simply make nice annuals, speak with reputable local suppliers when deciding what to purchase. You might be surprised to find out that the zone 4 plants you've been eyeing up can actually grow reliably in our climate.
It is especially important to find zone-appropriate plants when choosing large perennials, trees, and shrubs that have long lifespans. Before you purchase a new tree, take a look at the Prairie Tested Trees site.
Shopping at locally owned and operated greenhouses can also be a safer bet when looking for plants that are hardy for your area. Be aware when shopping at big box stores, as they often purchase plants for an entire region, regardless of whether the plants are hardy for your specific location. It isn't uncommon for them to offer perennials, including trees and shrubs, that aren't actually winter hardy.
To find your plant hardiness zone, go to http://planthardiness.gc.ca/