Haven't tried sugar cane yet, but that isn't supposed to survive way up here in the northeast.
As far as planting them in the in the ground I've found many ways of optimizing their growth rate with the moso seedling experiment that I conducted last year.
Moso seed experiment - Bamboo Forums
In zone 6, they can get through a winter with very little damage by only using 1 layer of clear plastic tarp making sure all the wind is blocked. They do get progressively hardier as they mature so it is important to keep them well protected while they are still seedlings.
I still have some seedlings from last year.
