That sounds like a fine idea, as long as each plant has enough space to do its thing, and enough water to manage. Daylilies need space for foliage and increase, so I would put then near (maybe not closer than 18") a vigorous perennial like agapanthus. Blue or lilac agapanthus would look particularly wonderful with yellow and orange daylilies. I have seen blue phlox used as a stunning companion to daylilies, and agapanthus similarly offers true blue color. White agapanthus goes with any daylily. For color, consider how these contrasts look, but imagine agapanthus instead of the purple...
Skinny Dipper and Baby Blue Eyes
Life Goes On and Bob Marley
Age of Aquarius and Planet Claire
@pone31, you may consider evergreen and semievergreen varieties of daylily; dormants may not perform as well in places where agapanthus does. I used to live in the subtropics and loved agapanthus. Would it survive her in 7a, where it occasionally gets down to 5 degrees fahrenheit in winter?