Sago palms suffered a big hit after the unprecedented cold weather however, they are not dead. Sago palms are cold tolerant to -5 degrees, so the trunk and roots are still alive, but the foliage is dead.
Trim the dead fronds to the trunk and the new growth will emerge from the center during the spring. Sago palms are not actually palms at all, they are cycads which are one of the oldest living plant species going back to the Jurassic Age, so a little cold weather won't hurt these guys!