I like this salvia so much that I have five of them in various parts of my garden -- 3 in the sun and 2 in part-shade. They are huge plants and the color combination is stunning when they're in bloom.
Unfortunately, however, this is the worst water-hog in my garden. I literally have to water it every day, and I mean deep watering. If I skip a day, it starts drooping and looking lifeless. The amount of sun or shade doesn't have any effect on its voracious need for frequent watering. If we continue to suffer from drought in my state and we have to intensify our water conservation efforts, I'll have to give up on this plant.
Incidentally, all of my S. coerulea cultivars melted away long ago. Even daily watering couldn't save them. The only salvias that have proved to be drought tolerant in my garden are the S. elegans, S. greggii, and S. microphylla varieties (and the Wendy's Wish and Ember's Wish hybrids).