Fresh artichokes right off the plant are the best. The plant is also impressive looking and fun to grow too.
The Imperial Star artichoke is the most cold hardy plant. What I advise is to grow your artichoke in-ground in light fluffy soil. When it goes dormant at the end of the season, you can dig it up and then store it in your garage until the springtime. Placing a net or a burlap sack under the plant will help make it easier to pull it up when it is time. Leaving your artichoke in-ground can be a challenge and I do not guarantee that the plant will come back again if the roots freeze.
You can also grow the artichoke in a large tree container that is about 3 feet deep. These can be purchase at a nursery that sells trees, or you can build your own container... which is a lot more affordable. Then at the end of the season you will not need to dig it up, but simply roll it into storage with a hand truck.
If you choose to winter over your plants indoors as suggested, then any variety of artichoke will grow in cold regions; such as Chicago and New York for example. The sweetest is the purple Violetta. However, it does die back between fruiting and then grows back up again about 2-3 times per season.
You can learn more about growing artichokes at: www.sweetheartartichokes.com