What zone are you in? We moved in March several years ago. I dug my favorite peony up to move with us, left it in a pot all winter before the move and didn't plant it until the following fall and it was fine. We're zone 5 though and the peony was good down to zone 3. I've always heard potted plants have to be good 2 zones lower than the area to stand a good chance, don't know if that's urban gardener legend or not! If it's true and you're in zone 5 or higher they should be fine as long as you don't have some of the more tender peonies that are only good to zone 5 or 6. Do you have other outdoor potted perennials that survive the winter there? If so, peonies should be able to, also!

I'd say it's definitely worth the chance. The larger the pot you can get them in the better so the roots aren't crowded. If your area has extremely cold temps you'll probably want to give them some extra protection, protected location and/or straw mulch. Good luck with your move and your peonies!