I don't have many shade plants in my garden yet (most of my backyard gets atleast a few hours of sun during the late spring and summer months), but love blue during the hot summer months, blue flowers have a way of cooling down hot days and so I do have a hydrangea that I wanted to nominate:
(This is the cultivar I believe mine to be, but I am not positive.)
I don't have my own photo to share because we received a blue hydrangea as a potted plant gift last year and decided to try planting and growing it, but it's too new to have much to show for itself yet. Not to mention that it went pink on me and I couldn't get enough acid worked into our clay soil to get it to go back to blue. I have something of a partnership with the workers at Starbucks now, though, and hopefully I'll have some beautiful blue blooms to show next season.