As for the marigolds, if they are the common calendula, they will self seed, and if you want them next year, encourage them to do so. I have been trying to get rid of mine for some years now, but every year new plants spring up from seed and I let some be because they are very jolly and remind me of my childhood when every garden seemed to be full of them.
Dahlias are a bit hit and miss. You could dig up the tubers and overwinter them in sawdust or dry peat but there's no guarantee they won't deteriorate. If you live in a mild area, you can leave them in the ground and cover them with leaf mould. Nothing to lose really. Slugs are the enemy, and frost.
As for lavender, like Manuel, I know nothing. I'm still worrying about keeping DH's carefully nurtured, grown from seed, plants alive through the winter!