I like salvias. I haven't lost a single salvia yet. Of course you have to watch to make sure that you don't get a MONSTEROUS one taking over your rose. But when I can find another "Purple Rain" salvia, I'm going to plant it with my Sheila's Perfume as she gets a bit leggie on the bottom.
May Night Salvia
http://www.finegardening.com/C...
Rose Sensation Salvia
http://i1235.photobucket.com/a...
White Salvia
http://www.jardinsdemmarocalle...
Purple Rain Salvia (my picture)
Blue Hill Salvia
http://www.monrovia.com/img/pl...
Those are all the ones I have personally that I know work really well as far as not choking out plants. The purple rain is mixed in with my Ruby Ruby miniature, Betty Boop, & Henry Fonda. When I got the plant, it was about 2-3 feet away from all these roses. Now it's taken over that area.
I also use sediums & spirea (specifically Magic Carpet
http://www.spireas.com/wp-cont...) for filler. I like delphiniums (specifically the Blue Butterfly series as they're more bushier and are more reliable in coming back for me
http://blackthumbgardener.com/...). I also have plumbago (
http://i.parkseed.com/images/x...), agastaches (sunset, coronado, nectars, acapulco), and bluebeards, but the bluebeards get too big. I also have daylilies, but I'm not good at growing them.