The issue with broad-leaf evergreens in containers during winter is potential wind burn depending on how they are sited and winter burn in late winter when the roots are frozen and the leaves have drooped about as much as they can but may still get fried by the sun not normally there in summer due to decidous trees. If the shade is not all from trees and isn't very extensive in winter either, then you could give it a shot. You may want to try some burlap around them if they are in a windy spot and maybe even try some Wilt Pruf. You also want the shrubs to get a little water through winter when the soil isn't frozen and the air temps are above freezing (in the 40s or higher).

You could try the hydrangeas too, although the possibility exists that macrophylla types like 'Nikko Blue', etc., could get some major above pot die-back (which can happen for those in the ground as well). Your location probably has a warmer microclimate thanks to the houses so that helps. The paniculatas like 'Grandifora', 'Limelight', etc., or the arborscens like 'Annabelle', would do just fine without any protection as these are very hardy and bloom on new growth.

Regarding planting something with those - consider that those shrubs are surface rooters so you want to consider not planted up close to the trunks but plant on the outer edges of the container. What you plant will partly depend on the bloom colors if in bloom when the rhodies are blooming (the pieris are generally much earlier bloomers). The annual lobelia is a ground-cover type plant and could work. If the vinca you mention is the vine type, they naturally grow under shrubs like that. You could also stick some pachysandra in there as that will naturally grow near those shrubs. There are other shade-tolerants like torenia, bacopa, astilbes, heuchera, and even hardy geraniums.

fmogul, see the recent thread (link below) about Japanese Sky Pencil holly. Skyrocket Juniper does well in a pot too, and you can skip the Wilt-Pruf for that. I've also done pieris successfully in a pot.

How about good ol' impatiens under your shrubs? (Not sure what kind of soil they like though.)

Here is a link that might be useful: Japanese Sky Pencil holly thread