No, I would still mulch them in case you get cool periods. They will decline in perfomance over the years so it is recommended to dig them up and divide them(or at least thin them out) every 2-3 years.
I am in the dividing line between zone 7 and zone 8 and I don't have to dig mine. I mulch them with several layers of newspaper and then 8 to 10 inches of pinestraw and leaves. Haven't had any trouble with them so far.
Thank you all for the replies...On March 24th the third and final of my dahlias started to sprout. I did not dig them up or mulch and at one point this past winter or low's were around 28 degrees. I lucked out considering how lazy I was.
I had planted Dahlias last year thinking they were annuals(zone 5) until I watched something on tv that said you could dig up the tubers and store them inside until the next season. I ran out as quickly as I could(late fall) and dug them up. Now, they look a little shriveled...ok, maybe really shriveled and a little rubbery. But, I broke one in two it was still kinda green and watery...are they still good?