I'm going to bump this because I got a ton of help over at perennials.

You might try echinacea if you want to stay with red colours.

The linked page suggests feverfew.

Here is a link that might be useful: The Holistic Gardening Series: Companion Plants

I planted Queen Anne's Lace with my Scarlet Bee Balm.

I grew bog sage with it this past summer. The color and shape combination was nice but you have to pull out bog sage runners oeriodically to keep it from taking over. Plant it in the back so that when the height makes the sage branches bend, they come through the monarda.

Last year I grew petunias in several colors and was pleasantly surprised when I saw hummingbirds feeding at them. If you like petunias maybe that would look great with your monarda and also be good for the hummers.