How hardy is Lavender depends in part where it is planted, because in wet conditions it is significantly less hardy.
There are three types of lavender commonly grown and widely available: Lavandula Angustifolia above images left and right L. varieties such as Hidcote and Munstead (see images below) which are H5 -10-20. Within this group are many varieties in shades of blue, lavender, pink and white, and many sizes. It is worth thinking about what sort of effect you want to create with the Lavender as the different varieties all have a different look. Also, if you have planted a series of Lavender for a repeat effect, or as a hedge and have any die back, you will want to replant the same variety.
For colder areas, there is Lavendula x intermedia group of Lavenders, known as English Lavender. This will survive well in our gardens. Being hardy H5 it will tolerate English winters well in most parts of the country except where very it is exposed, or wet.
The last group widely on sale is Stoechas known as French lavender, which is H4 -5-10 and so borderline and will need winter protection, illustrated above centre.
If your garden conditions are a long way from the Mediterranean ideal, the best Lavender to plant would be one of the Lavandula x intermedia varieties. English Lavenders are all described as H5 hardy (explanation about hardy plants) and the French lavender is also described as H5, but in truth it is much more border line in areas of cold and wet winters. If you don't have ideal conditions, with ground which can get waterlogged, but would love to give Lavenders a try, your best chance is careful soil preparation to drain away as much water as possible, or plant in pots/walled garden to create drier conditions.
Lavender plants are a short-lived perennial; up to 10 years in perfect conditions but often become leggy, woody and with bald spots after a few years in less than ideal conditions, and are best replaced.