I used to think the same thing about grasses. I just spent two weeks in Costa Rica though and saw some excellent examples of giant ornamental grasses. It looked pretty tropical to me. :)

There is a giant grass, miscanthus giganteus that can grow 7 to 9 feet high and is hardy to zone 4. It sort of gives that 'bamboo' feel.

Else maybe a red grass like Japanese blood grass, imperata cylindrica 'red barron'?

I suppose any grass can look sort of tropical, depending on what it's combined with.

Glen