The answer is a bit of a cost dilemma, to keep them in the greenhouse over winter it will need to be kept above freezing. Two years ago my parents calculated that it cost £80 to heat their greenhouse over winter, that is an awful lot of bedding that can be bought in spring.
Last year I stored my pelargoniums in the garage, I dried them and wrapped them in newspaper and then resusictated them the following spring (this was a tip I read on a forum last year), this has been quite successful.
The begonias I have read will make tubers but I have yet to succeed on this one.