Forsythia doesn't do quite as well in shade as it does in full sun. And, my rhododendrons grow so slowly in Maine. My personal suggestion would be a species of viburnum. Viburnum lentago is fairly popular, grows in zone 4 shade, and smells great.

I have many rhodies and they do fine in the shade. Mine are a lovely purple, not lilac and not deep. There is a rhodie nursery in Brunswick called York (I think). They had very unusual colors for the flowers and all their plants were guaranteed. They used to do the Portland Flower show but were missing this year. Their prices were quite reasonable but I have never bought from them.

I second the vibernum recommendation. Shasta is a nice one. How much shade have you got? Do you have enough sun to plant any hydrangea?

Rhodies do like a bit of shade. They're a forest shrub. Mine all get some shade during the day except for one and that's the one that isn't flourishing as well as the others. It also doesn't have a windbreak for winter and it's white which help contribute toward its problems. It's gotten too big to move comfortably at this point though.