I have exactly the same five herbs. I leave them out over winter and they are fine. I have heard that some of them can be killed off with a bad winter though, but it's not a big problem to get more if they do. I have also noticed that the parsley doesn't taste as good after being out in the winter, but this could also be that they are more than a year old.

Parsley tends to go to seed in its second year so may not really be worth overwintering, though it will be OK outside. I don't think coriander will survive the frost though.