I only have two suggestions. Helictotrichon sempervirens Sapphire (Blue Oat Grass) it's clump forming 30 to 60 cm (12 to 24 inches) high. Really pretty.
A taller one. Schizachyrium scoparium Prairie Blues. (Little Bluestem) this one turns red-orange in fall. It's 76-91cm (30-36 inches) high. Maybe too tall for a rock garden. (depending on how tall your rocks are???)

I like Blue Oat Grass too, as well as Blue Fescue (Festuca glauca 'Elijah Blue') in rock gardens. Here is a website that may interest you.

Sharon

Here is a link that might be useful: Ornamental Grasses - Festuca

I find most grasses more reliable as plugs than as seed.
Check out PrairieFlora http://www.prairieflora.com/

Great! Thank you all, I will look for these grass plugs in local garden centres. I'm in Calgary, hopefully I can find them somewhere in town so I don't have to order online.
Rick

Blue fescue is easy to start from seed, and seeds are readily available at box stores. If you want any number of the, it is much more satisfying (and economical) to use seed.

Koeleria glauca is another good one to consider for the rock garden. Gardensnorth sells the seed

Here is a link that might be useful: gardensnorth