Of these, the helichrysum and gomphrena are very tender, and you don't want to put them into the ground when there's any chance of frost, so the only time they can profitably spend in a cold frame is a little hardening off. The Lonas annua and winged everlasting are a bit hardier and will grow ok in cool weather and could stand more time developing in a frame.

Perennial plants that would do well in the frame, but may not bloom the first year, would be Achillea (try A. filipendula, a yellow yarrow, for sure), German statice (Gonolimon tartaricum) and sea lavender (Limonium latifolium). They're pretty easy to germinate, and the only tricky one is sea lavender -- you'll have to experiment with when to pick it to get results you really like. You might also try hollyhocks if you've got room for them. The single-flowered ones are good and the black-flowered ones are really smashing, although they usually don't bloom the first year. People find it hard to believe, but they air-dry well.

There are lots of other things you can try, from blue salvias to eryngiums, that are just a bit harder to grow or that take a little more work or a fair number of plants to make a difference, etc., but these will get you off to a good start.

For annuals: Amaranth, Cockscomb, Pink & Purple Flamingo Feather Celosia, Larkspur, Monarda(annual), Ageratums (or Floss Flower both short and tall varieties), mignonette (also extremely fragrant)and even the lowly marigold, especially the new "cream" colored ones.

Perennials for Fillers especially: Perovskia(Russian Sage), Artemesia, Feverfew, Solidago, Gypsophillia, Calamintha and Catmint, Boxwood, Holly, Rosemary, Lavender and my all-time favorite...Sweet Annie.

Perennials for Flowers: Caryopteris, Roses (of course), Annabelle Hydrangea (make sure you dry these upright), Sedum, Buddleia (Butterfly Bush), Flowering Almond, Pearly Everlasting.

Try experimenting and cut a whole bunch of things. Bring them in fresh and stand them in water. Let them sit there till water evaporates (maybe about a week or so). See what flowers dry naturally, and if they keep a form and color that pleases you. Those are the ones you'll want to intentionally cut for drying purposes next time.

Remember, when you're crafting with the dried material, sometimes all you need is a "hint" of what the flower looked like when it was fresh. It doesn't have to look "exactly" like it did when it was still alive.