It's generally recommended that if you have bareroot rhizomes, that you wait until fall. However with potted plants, you can generally plant at any time (as long as the ground can be worked). If you plant now, they can get established and hopefully will give you a bloom next season (I have had good luck with potted blooming peonies blooming the following season after planting). Make sure that you plant at the same level as the plant is in the pot so it's no more than 2" below the ground soil level.

Do as Jenny said ...and try NOT to disturb roots at the time of planting (opposite procedure to planting shrubs when you want to tease the roots).