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I'm in zone 5a and started planting my perennials toward the end of April. You should have no problem planting perennials outside now, and most annuals should be safe, too. Just protect anything tender from frost.
In Wisconsin, we usually say that after Mother's Day is a pretty safe bet for planting just about anything. Even so, we've had frost warnings for my area just last night. I didn't protect anything, though, and it all made it through just fine. If your area is especially prone to frost, then I'd be prepared to protect the tender plants for another week or so if necessary.