I'm going to try the following with salvia----
yvonne's-red
blue angel-blue
snow nymph-white
Duane

These are my favorites for my area:

For Sun:

Blue:
Salvia farinacea, "Victoria" or similar cultivars (will take half a day of shade and still bloom.)
Scaevola (fanflower) Every blue variety I have tried is great. Had pitiful luck with the white ones.
Rozanne Geranium (a perennial that blooms like an annual)
Angelonia
Ageratum

Red:
The full sized Red Pentas are my favorite red annual.
Red Angelwing Begonias do well in sun.
There ia a fairly new red Vinca that is spectacular.
Verbena comes in red and white. They would probably do better for you than for me in my climate.
I love the antique Rose called Valentine for fabulous red. It blooms all summer and is only about three feet by three feet. A similar one is Home Run, though it gets more like 4X4.

White:
Profusion Zinnias
Crystal White Zinnias
Diamond Dust Euphorbia (absolutely gorgeous!)
White Vincas
White lantanas
White Pentas
Vinca comes in solid white and a lovely white with red eye.

I don't grow many annuals in shade, but Proven Winners puts out a truly gorgeous deep blue Torenia. It blooms like mad in our heat, and is easy to start from cuttings.
Impatiens, of course, come in red and white.

Red
Dianthus hybrids (Telstar is a good one)
Begonias (fibrous routed) looks real good in mass plantings
Salvia splendens
Zinnia profusion knee high (new one) has red flowers
Amaranthus
Celosia Fresh Look

White
Nicotiana
Osteospermum
Nierembergia Mont blanc
Sweet Alyssum
White gomphrenas

Blue
Scaevolas are great
Torenia (summer wave is a trailing cultivar)
Browallia (deep blue flowers for the shade)
Evolvulus Blue Daze
Lobelias

A plant I'm really happy with is Salvia viridis (Salvia horminum?). It comes in deep purple, white and pink.. I don't care much for the pink flowers, but the purple/white combination is great. They are very easy to start from seed.

Mauricio

Here is a link that might be useful: Salvia viridis

'TUNIAS! (although like you say, the blue is more of an indigo-borderline-poiple) Personally, I can overlook it in the RWB setting, since it "gets the point across" just fine. But I see how it can be discouraging if you're looking for a true blue.
Others have already provided you with some blues that I would have suggested.
Good luck!