I am new at this too. Last year I planted purple gomphrena (globe amaranth) and they they looked great in the garden and dried well. They got much bigger than I expected. I am spacing them 2 feet apart this year and planting mixed colors. This year I am trying out statice and strawflower. My grandma used to grow those for drying, we are in zone 8 also.

I garden in zone 6, so you may be able to grow more than I can since your gardening season is a bit longer than mine. Currently I grow:
ammobium alatum
gomphrena
globe thistle
sea holly
sweet annie
larkspur
nigella
flax
salvia
dittany of crete
silver king artemesia
poppies
I'm sure there are more that I'm forgetting.
I have separate beds for my dried flowers, but also use poppies, nigella, flax , gomphrena, atremesia in my gardens as well, because they can be harvested after I enjoy their flowers(either late in their growth or in seedpod stage.
Hope this helps. Your best bet is to read up on the subject, there are many good books available.
Good Luck!
Deirdre

Thanks so much for the imput. I will try several of your suggestions.

Here are some more perennials that look good in the garden and can be dried: all kinds of filipendulas, including queen of the prairie, catmints (larger types), Siberian iris (seedpods), Lilium formosanum, Madona and regal lilies (pods), lady's mantle (Alchemilla mollis), double white feverfew (we treat this as an annual), sea holly (eryngium -- several types) peonies, lavender, salvias such as "May Night," "Purple Rain," and so on, veronicas (spikey kinds, from miniature to large), solidaster, sanguisorbas (a little tricky to figure out just when to pick -- we're still experimenting -- choose burgundy/pink varieties), Centaurea macrocephala and orientalis, Pulsatilla montana (pasque flower) for feathery seed heads, which you can also get from prairie smoke (Geum triflorum), blackberry lilies (Belamcanda chinensis), coral bells and other heucheras, Carlina acaulis, Acanthus spinosus, cardoons, artichokes, Rudbeckia maxima (seed heads), Gaura lindheimeri (we cut the woody stalks at the end of the season to use in wreaths), monardas, pearly everlasting, baby's breath, Catanache caerulea (papery seed heads), balloonflower (smallish poppy-like seed heads), oriental poppies (seed heads).

In addition to the annuals mentioned, we grow peppers for drying, various kinds of amaranthus (these can get big), xeranthemum, helipterum, Salvia farinacea "Blue Bedder" ("Victoria" is also popular, and easier to find), salvia "Marble Arch," various celosias, lonas annua (nice, like a small tansy, but getting hard to find the seeds for it). These are all pretty good garden plants, but amaranthus and celosias can seed a lot.

There are some things we collect from the wild or the wilder parts of the farm, but that we keep out of the garden -- tansy, goldenrod for the insect galls on the stems (the kind with the galls is a real menace in the garden) and spreading dogbane for its pods.