Ciao Tom,
"King Sago" palm (Cycas revoluta) is the same plant commonly called the "Sago palm", or "Japanese Sago" palm and even the "Dinosaur palm".
It seems to be the hardiest in the Cycad species. Many report z8 to z11 while some attest to z9 to Z11. You do hear of damages to the fronds in z8 and even survival in z7b. There are other cycads in the species.

Cycas micronesia: z9-z10
Is a tropical species, but doesn't do well outside its provenance.

Cycas cairnsiana: z9b to z11b
An Australian species adapted to hot, arid conditions.

Zamia (Zamia furfuracea): z8 to z11
Many species from the Americas are tropical/subtropical and sensitive to cold and frost, thriving in humidity.

Macrozamia: z8b to z11
is an Australian cycads resembling palms, with species for different conditions.

Stangeria: z9 to z11
Fern-like cycads needing protection from extreme heat and cold. Has deep tubers so it returns well in z7b/z8a - Its very beautiful and palm like from the horn of South America. A 'to die for' species

Several Hardy Hybrids like (Cycas x panziholuta): z7b to z9b
Are bred for increased cold tolerance, potentially surviving in Zone 7b and southward, offering more options for cooler climates.
Tom, keep in mind most species are tropical or arid in nature and most aren't super cold hardy, but C. revoluta and certain hybrids expand their range and seem to be the hardiest.
I lost mine as well in year two and one in year three. I didn't use heat though. The reason they are expensive is their slow growth and costs that incur after a few years of care from a grower/nurseryman. They seem to do well in South Tennessee but Im 100 miles north of the southern TN border but I will try again one day, hope you will too.