In your zone you should be able to grow Muhlenbergia capillaris as a perennial. The Gulf Muly grass is very airy and the color of the plumes mimics the heads of your sedum. I also like the various agastache with it, especially A. 'Apricot Sunrise', this too should be perfectly hardy for you. We struggle with them in our zone. Count yourself lucky as this threesome is awesome.

I love my autumn joy w/the beautiful grass 'Hamelin', I think that's how it's spelled. Sometimes called 'Bunny Tails'. They are a gorgeous combination and so I'm repeating in my front yard too.

I've got some Sedum in pots on my deck (the kind with pink flowers, not orange-red) next to pots of geraniums with the same color pink flowers, and some pots of ferns. They all look great together.

Elijah's Blue Fescue

stachy-lamb's ear. The silver green foliage next to the flowers, especially as they get darker are very striking to me.

I underplanted my Autumn Joy this year with a dark pink/maroon coleus -- maybe 'Wizard'?; lost the card -- and put a deep red dahlia just behind them They look great together!

I like dwarf fountain grass and sedum autumn joy. The tan seed heads looks nice witht he maroon flowers

Have you ever seen theis sedum in mass? Wow!!! I saw a large planting around a bench and it provided year round interest( saw it in fall and mid winter). Do not cut off the old heads! They will stay on all winter and have a real interesting look to them. Again this was a large planting so if you have a single plant or two the effect wouldn't be the same.
Bet this would be really cool in a colder part of the country with this plant surrounded by snow.
Mike