Yes, definitely plant the lily bulbs ASAP. Lilies can handle some chilly weather, so they'll be fine, and a frost won't harm the bulb at all since it is planted too far down. Plus, lilies don't really go dormant, so they don't do well at all out of the soil(and they'll probably be starting to sprout by now too, which isn't good) As for the other lilies, I would be planting them outside if I was you, just cover them if we get a late frost. Make sure you cut the blooms off when they are done flowering, for their first year especially they shut put their foliage energy into roots rather than seeds. They should probably be hardened off, put them outside in a partially shady area for a couple days, then start moving them into the sun for a couple more days and they should be good to go. If they are in little pots just be sure they don't dry out too much in the sun. To be honest, any time I've bought lilies from a greenhouse or started them indoors I haven't bothered hardening them off, I just plant them, keep them well watered for the first little bit and they've been fine. Probably not the best gardening practice, but I've always gotten away with it(with lilies, anyway)

Obviously a month late to your post but even now, I'd still move them if you really want to. I have an abundant number of hardy hibiscus so I don't mind if I lose a couple due to a harsh move though. If it was a one of a kind or something, I might take pause or be extra careful with the move. That said, I haven't lost any from moves. Just moved four within the last few weeks partially because none of them died so I have more than I expected. I was pressed for time so it was kind of a hatchet job, even for me, but I kept them somewhat moist and all the transplants are doing quite fine.

Yes. Do it cautiously - try to keep the roots intact when digging it up. Replant at the same depth, then water it in to settle the soil around it. Shouldn't look back at all if you're quick and careful.

Kate99, I'm in the same boat you are. I've got some orientals called Snow Queen They are in full bloom right now and look beautiful. I think I'm going to cut off the blooms so it can start feeding the bulbs and protect them as long as I can from freezing until they die down. I think it would be better to move them in the spring. I've also got the same problem with my Northern Sensation that is 5' high and just beginning to bloom. I'd rather protect them as long as I can so the bulbs get stronger and move them in the spring. If you dig up a big enough clump and replant carefully, sometimes the lily doesn't even know it got moved. Stan