With good soil drainage and adequate irrigation in the driest months, lots of plants can be happy along a west wall. I often use cannas (the tall ones help keep the house cooler by shading the western wall) and crinum lilies (both are perennial where I am in zone 7b--not sure if they would survive your coldest winter weather up there) as a tall background planting and then plant other heat lovers like verbena bonariensis, gomphrena (Strawberry Fields survives all but the worst summers here in southern OK without irrigation at all), celosia, moss rose, daylilies, salvias, zinnias, Verbena 'Homestead Purple', Russian sage and daturas (I grow the white-flowered common one called Jimsonweed, but also a double yellow variety and a double purple one--they reseed but otherwise are not cold hardy so have to be replanted each year). There are lots of wildflowers that tolerate a lot of heat, including Mexican hat, greenthread daisies, dwarf red prairie coreopsis, clasping coneflowers and helenium.

We planted oak trees west of our house when we moved here in 1999, so our western wall is no longer in full sun like it once was, but all the above worked well for us when it was full sun. Dwarf Burford Holly shades our southwestern/southern exposure but we can grow any of the above in front of the hollies. Having something taller between any flowers you grow and the western wall will reduce the amount of heat and light that reflects off the west-facing wall and that will help other plantings tolerate a western exposure. In our early years here before our trees and shrubs could gain much height, we grew morning glories on a string trellis attached to the wall. That made a huge difference.