there is such a
lily with the name 'surprise
lily'. i don't know much about it tho...it's been mentioned on a thread or two - might want to do a search for the term.
how much sun does that area get during the day? i'm thinking about
spring and any left-over snow that doesn't melt too quickly causing a problem.
and, generally, lilies do better with lots of sun in the summer (during their growth period).
for my
zone, i'm supposed to pull my gladiola up. i never have - i've just always put a good THICK layer of leaves down on all my beds and i've never had a problem...even the winter that was really cold and had a ton of snow...
plant it where you'd like it and put a good and thick layer of leaves down for the winter and you should be okay.
i usually do about 6 inches worth - i crumple and pack them down a bit, too. i got some of those white plastic coated wire edging things at the dollar store and i put them up at the edges of all the beds to hold the leaves in place. the edger pieces are 8 inches high...works really well to keep the leaves in place - even when it's windy.
i'd say at least 6 inches worth in your area and 8 would be better...i know you can get some wicked amounts of snow up that way!!