Thanks for all the warm welcomes!
I have tried daylilies, TsFlowers. They've done okay here but not great. I'm going to prepare a spot with better soil and more sun for them next year. We have a daylily Farm here, Oakes daylilies. I visit every year, and every year it makes want to do better with day lilies.
And, actually, Plantladylin, the clay isn't as bad as I thought it would be. There are some plants, like hostas and painted ferns, that seem to really thrive in it.