Salvia need to be surface sown and given light exposure. Mist them well after planting and don't freak out when the seeds develop a mucilaginous coating. It's not a fungus or anything, it's just a normal feature of most Salvia seeds. Like Joanne said, you can give them a light sprinkling of fine vermiculite.
I'm pretty sure Butterfly Bush seeds need to be surface sown and need light exposure, too, since they are very tiny.