I'm in zone 4, a little harsher winter than yours and although I have extensive perennial gardens, I don't do any special winterizing. I do cut down foliage after the first frost simply because I don't want all those chores left to do in the spring. And I rely on an ample snow cover for insulation and protection.

From what I'm familiar with on your list:

Lilac - leave alone. Lilac pruning is done immediately after flowering, although dead wood can be pruned out anytime. Cutting back now will cut off next year's blooms.

Salvia, nepeta, daylily, irises, lilies, penstemon, peonies, hostas can be cut down and thrown on the compost pile if you like doing a fall clean up.

(Peonies are very tough. The original ones in my gardens are well over 50 years old now and they thrive and bloom every year with no mulch, no cover aside from snow, no attention.)

Boxwood can be subject to winter burn - I have two small ones that get burlap screens.

Weigela: pruned generally after flowering if it needs it. Otherwise leave alone now.

Dahlias: in your climate, they might have to be dug up after the first frost and the foliage has turned black (and slimey). Someone else might think they might survive in the ground with a heavy mulching. Lots of information in the internet on the storing of dahlia tubers.

Tomato plant can't be saved. Pick the last of the fruit and toss the plant.

The rest of your list are plants I don't have any immediate experience with.

I'll be honest - I am incredibly lazy. If it's supposed to be hardy in my zone, I don't do anything in the fall. I leave all my clean-up for the spring and have never had problems.

Some people recommend cutting back peony foliage in the fall to prevent diseases from multiplying in the old foliage and infecting the root system.

Some also mulch their peonies in winter and remove the mulch in the spring. The mulch must be removed in spring or else the peonies may not re-grow, because the peony "eyes" need to be at a certain depth in the soil once spring arrives in order to grow properly.

I've heard of people mulching them with straw, pine needles, or wood chips. But some people say they've found their peonies are healthier if they don't mulch. It may depend on what hardiness zone the peonies are growing in whether it is a good idea to mulch or not.

We have very old peonies planted by the previous owner of our house that we don't cut back or mulch, and they have been in perfectly fine condition year after year. They do seem to be fairly tough. But this may be because ours are so well-established after so many years. It may be you should cut yours back in fall and possibly mulch if yours are newly planted, but I'm not certain.

Someone on the GardenWeb's "Peonies" Forum may have some tips on preferred methods of winterizing peonies in Zone 5. I would ask someone on that forum about more specific information...see link below.

Here is a link that might be useful: GardenWeb Peonies Forum

First of all, let's distinguish perennials from woody plants. Lilacs (Syringa sp), Butterfly Bush (Buddleia), Boxwood (Buxus sp.), Hydrangea, and Weigela are shrubs, not perennials. As such, they have entirely different growth patterns and require entirely different treatment. Buddleia are a cut back shrub, but the cutting back should be done in mid spring, never in fall. For proper pruning of the others, check out a good pruning book. Don't know what Hydrangea you have; some, like most H. macrophyllas, bloom on second year wood, so if they die back over the winter, you won't get any blooms though the plant itself will live. If ES means 'Endless Summer' you may have one that blooms on first year growth.

All the other perennials can be cut back either in fall or in spring.

Tomatoes die come frost. Dig it up and toss it.

Seeds from the liatris and coneflowers are attractive to birds so you may want to leave those standing for the winter. They also reseed pretty readily if you want them to multiply in the garden.

Thank you all so much for your advice. I will wait until Spring to do the cutting back. I have mulch around the peony and will remove it until later in the fall.

I'm in Z5 in NH, and up HERE, having a Buddleia overwinter on its own w/out protection is iffy. So I do mulch mine in the fall with something- whether it's straw, leaves, or whatever. We have deciduous trees, so there's never a shortage of leaves. Snow abounds, so that also helps.
I cut it back to about 6-8" in late March here.

Lilacs- You're good to go with those. Leave them be. I am taking some time now & again to check out the pruning schedules of all of my shrubs- several the same as you have, and it's making a big difference. I pruned mine RIGHT after they bloomed this year, as one instruction I read said that new growth starts almost immediately, so I gt on that one right away.

Weigela- Mine is very unruly, but blooms its head off twice a season. I'd like to re-shape it, but need to read up some more on that.

All my "general" perennials: I use the rule of thumb: If they're brown, cut them down; if they're green, leave them be.
Because I have a lot of garden space to tend to, and I work F/T, I get on this as often as possible, doing a little each time I'm out so the spring workload isn't so much. I clean both in spring & fall, but mostly in fall.

Iris: I trim down the Siberians in the fall, even before they turn brown. No harm there. I also am trimming down my Bearded ones this year since my 'logic' is that if someone was going to sell them to me, they'd come trimmed down already. So...I figure it can't hurt.

Anything in the veggie patch gets tilled under or pulled & composted. Wouldn't it be wonderful if there were such a thing as a perennial tomato??!!!

I have a boxwood, too, and it does fine over winter.

I don't mulch my Peonies. I might cut them back, but only after they die off on their own.

Another thought on pruning: If you're a die-hard gardener, you'd probably cringe at this, but my DH took the shears to all of our shrubs about 2 weeks ago: Ninebark, Tardiva Hydrangeas, Golden Rose of China, Spirea...if you're out for that perfect timing, perfect shaping, and ideal bloom show, likely this isn't the way to go, but it doesn't hurt them in the slightest.

Ninebarks respond in a very ugly fashion to shearing. Sprouts shoot out from the cut spot like a fright wig. Get your DH a pruning manual and make him read it.