Pictured above:
Jovibarba 'Purple Haze'
Sedum acre
Sempervivum soboliferum
Hardy Succulents
These succulent families all have members that survive well in temperatures down to 20-25 degrees Fahrenheit, or lower. All succulents need good drainage to make it through the winter. If your temperatures hover on the edge of the plant's requirement, you can always plant a container like the one pictured, and move it inside for a couple of days.
Seeking hardy succulents? Start here.
Genera with some hardy varieties:
Yucca
Agave
Sedum
Genera with many hardy varieties (and some species):
Delosperma
Aloe polyphylla
Jovibarba heuffleii
Sempervivum
Echeveria agavoides
Go-To Hardy Succulents Book
The best book about hardy succulents currently available is Hardy Succulents by Gwen Moore Kelaidis and Saxon Holt.
The book profiles different plant groups and details how to plant hardy succulent container gardens and hardy succulent landscapes.
There's a section on protecting succulents from winter cold, as hardiness varies from plant type to plant type.
It's always best to start by planting varieties that are hardy in your area, but every garden experiences unexpected cold snaps that require covering plants or moving them inside.