You could try Salvia guaranitica, Salvia Ultra Violet, Cold Hardy Pink to name some from Kermit's place. Don't shortchange Agastaches especially rupestris and any that show in the local market are worth trying. You can probably get away with growing salvias that would be out of zone where you are do to your dryness. You might also consider growing Salvia coccinea from seed. There are newer varieties being offered by I would stick with the older cultivars which tend to be sturdier: Lady in Red and Coral Nymph. You are also in a perfect place to explore western Penstemons.