Check out the below link. I warn you though ... have a cup of coffee or tea in hand because you'll be a while :-)

Here is a link that might be useful: Blues and Purple suggestions

Salvia guaranitica Black and Blue is a taller salvia that blooms nonstop for me and is very hardy. Ditto for salvia leucantha which blooms later in the summer and early fall. Baptisia australis is another dark blue flowering perennial that is drought tolerant. It blooms in mid spring but then has blue-gray leaves that are attractive and then you get the black seedheads later in the season. Although not tall and spiky, you could always have one of the many purple clematis weave its way through your roses.

Delphiniums . . . .
{{gwi:656010}}From 2008 Misc

Last year, I've unintentionally planted a blue and purple garden... I just somehow chose all these plants without realizing it.. Picasso had his blue period..I guess I had mine....

I have blue thistle, blue delphiniums, salvia blue midnight, several allium purple sensation, lavenders, iris, russian sages plus I had silvery lamb's ears, deep purple(almost black) peony poppies.

I agree that salvia leucantha makes a very substantial clump. It has some bloom in spring. The big show is in late summer and fall. It needs the very best drainage to be perennial for you, and early planting.
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Agastache 'Blue Fortune' is great for the back of the bed, smells like rootbeer, tastes like licorice.

I have East Friesland Sage, lupines and may night salvia. Last year I also had some larkspur here and there that reseeded.

liatris, veronica tall blue spires, camasia, blue poppies, lav. anemones, anchusa drophmore, campanula, lavender, lobelia, nepeta, penstomon electric blue, sherwood purple phlox, tradescantia, verbascum violette, budleia cornwall blue, caryopteris petit bleu, niko blue hydrangea, vitex....