Answer: Let me clarify a few gardening words. "Hardy" means the plant will live through the winter...or in other words, is a perennial. An "annual" will live and flower one season and then die over the winter. Some will reseed themselves, but generally the same plant will never reappear. So you really can't have a "hardy annual"! :-)
Now that that's cleared up let's talk a bit about rock gardens. By combining the rough texture of stone with the delicacy of alpine flowers, a rock garden can become one of the most interesting and beautiful garden forms!
Shade and short growing season are important to many rock garden plants. In their mountain home, alpine plnats only get a month or so of warm weather and shade will help them think they're "home". It sounds like your conditions are good.
There are methods you can use to accomplish your goals. I would suggest that you go to the library and find a few good books-many of them are loaded with color photos-that will give you all the details. One good one is "Rock Gardens", by Katharine Ferguson (Camden House, 1988) There are so many things to consider that it would be difficult to impart it all via e-mail! Also, since you're new at this, the pictures would be very helpful.
Depending on the amount of soil you have room for, some plants to consider include: columbine, alpine poppy, moss pinks (Phlox subulata) and squill. Remember that you will need to nurture any plants for their first few season.
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