Answer: New gardeners in the low desert are often surprised to learn that we have two growing seasons: a cool season that runs approximately from late September to April; and a warm season that starts with the high temperatures (They seem to be here early this year!) in May until we cool down in late September or October. Different annuals will thrive in each season. It sounds as if your cool annuals look stunning right now, but you're right--the heat will do them in!
But now is a good time to get the warm season flowers going so they can establish some roots before the REAL heat. If you go to the nurseries, you'll see that they probably have different varieties in stock now then in the fall.
Here's a few annuals that take sun: coreopsis, portulaca, cosmos, vinca, lisianthus, golden fleece, globe amaranth, tithonia, salvia, and sunflowers. In my experience, coreopsis, cosmos, tithonia and sunflowers will start easily from seed. However, sunflowers require more water than the others.
I would also recommend that you contact the University of Arizona Cooperative Extension Master Gardener hotline in 2-3 weeks. They are in process of publishing a book called "Desert Gardening for Beginners: How to Grow Vegetables, Flowers and Herbs in an Arid Climate," which will contain 3 planting calendars showing the best months to sow hundreds of plants. Volunteers will also answer specific questions. Their website is http://ag.arizona.edu/maricopa/garden/. Good luck!
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