Not very familiar with what you have available in big box stores in the U.S. but yes there are many varieties available. Even Burpee does seem to have quite a lot of Cosmos available on their website,
http://www.burpee.com/flowers/... , but it makes sense that stores would only stock the most common.
No fertilizer at all sounds just about right for Cosmos
. I have grown the taller Cosmos in the past and know that they can get much taller than what the packages says, even in our colder Swedish summers. They do remain shorter if given a lot of space, but even the short ones will grow a lot taller than stated if you have a long/warm summer. The Sonata series stand out as it has large flowers, even though the plant itself is short. If you like the general look of Cosmos, but wish it would be smaller and more well branched it could be a good choice.