English Lavender (Lavandula angustifolia) is hardy to your zone but you are on the border line, so mulching and drainage is essential to get the plants through the winter months. Lavender prefers gritty soils, and does not perform well in heavy clays. If you have to many problems with hardiness try potting some up and overwintering it in a warmer place, like a basement.

I'm far from an expert, but here's what I've found (although my area has technically been changed to Zone 6). I think Munstead is reputed to be the most hardy. Also Hidcote. That said, I don't like those since they seem to flop around here in a slow and miserable death that seems to last about 2-3 years. Of course, we have hot, humid summers. I like Provence best so far. It might be borderline in Zone 5, but I'd still try it, especially if you can find a cheap one out there. Grosso is good, too, but my understanding is that it's a little less hardy than Provence. Hope someone will correct me if I'm wrong. Good luck!
'Mare

Thankyou very much. I will look at all of those.