Kudos to those who are furthering rust research by donating leaves to the study Becky cited above. As for resistant daylilies, there may be confusion about what resistance means. It doesn't mean that a daylily will not get rust, but that resistance results in less rust appearing on the plant than those that are ranked as susceptible, and thus a better ability by the plant to recover from it.
In general, cultivars ranked as resistant show less than 50% of the plant's surface covered with rust pustules when exposed to rust. This has been noted as being visually acceptable (rust is often on the underside and ends of leaves), easily trimmed, allowing the plant to entirely self-recover without the need for chemical treatment (as Virginia notes), and indicates that a cultivar may be a good choice in hybridizing toward resistance in future generations.
