First, I wouldn't put them in the sun at all. They have not adapted to their new digs, so they look like they are in shock.

I'd put them in difused light. Make sure to water, but not keep them wet. I'd suggest a bit more water than normal for a little while.

Now, they may or may not look good with their current fronds. But don't panic. If the ball is still hard and not softening, it should bounce back. It needs time to do some work on its roots.

Once you see a new flush, you can be sure that they've adapted themselves.

Ours grow beautifully with only difused light and not even that bright really.

Also, make sure that when you planted them that the soil was lightly packed down around the roots. In other words, no air pockets.

If you suspect that there may be some, I'd pull them up and start over, making sure there are no pockets of air, but also, not packing the soil too tightly.

Hope that helps :)

I would keep them outside in the shade and water often to keep them from drying out to build up strength.Your peat looks real dry also.

Your soil looks like it has too much peat. Add gravel or perlite. It will help the peat to retain moisture yet drain fast.
Also you need to add more soil to the bottom to raise the plant up closer to the top. This will give more soil to hold more water and not dry out so fast. Also it being down inside the pot and the peat drying out will cause more water to sit at the base because it can't soak in as well once it has dried completely.

David, I'm not sure putting them outside is good for her. According to her profile, she's in Zone 5. Could still be too cold.

Agreed?

Temps need to stay about 32F for this time of the year for Sagos or they may have their growth stunted. If a cold snap threatens, just move them inside. That's what I do here in Virginia even in the winter. They stay outside for about 9 1/2 months of the year.

Thanks, everyone, for the advice. So far, I've watered them and put them in a darker part of the room. Cactusfreak, I know the soil looks very peaty in the pictures, but it's actually about 50% construction sand. I can repot them with more sand, if you think it might help.
Right now I'm afraid to mess around with them too much, as I seem to do worse with plants that are supposed to be low-maintenance/impossible to kill (Ficus, Dracaena...Sago palms).
Anyway, yes, it's too cold to put them outside yet, so they're indoor plants for the time being. I'll probably move them to a shady part of the porch this summer...if I can keep them alive until then.
I appreciate everyone's help on this. I swear, sometimes it seems like the more I like a plant, the more likely I am to kill it. I'll let you guys know what happens.
Thanks again!