Try some "Madagascar periwinkle" (it's an upright vinca). I recall one year buying some for my mother (and grabbing the flat thinking they were impatiens) and saw the different type of leaf after planting. They were put in a south-facing concrete troughs during the hot hot summer of '99 and hardly got watered and they didn't blink an eye and flowered all summer when everyone else's flowering plants had given up the ghost.

These come in all sorts of colors too.

Try "Indian Blanket" (Gaillardia), desert Zinnias, etc.

They need some water to get them started, but after that, NJ rainfall is plenty for them.

Also, Portulaca

Not an annual in my area but Lantana can really go without water..We are having a dry spell and of course it is hot and lantana are going stronger than ever.

Gazanias and portulacas are very drought tolerant, they seem to love bad soil and thrive on blistering hot temperatures. Wow -- what great plants for Chicago this year! The other nice thing about gazanias is that they are among the last plants to stop blooming in late fall. Mine went until November last year.

California poppies do well here (NE Oregon). In fact, in one place, they have escaped a yard where they were planted, and have been reproducing naturally for many years on a hillside, without watering. They are still blooming, although we have had very little rain since May or June, and it is mid-August, now. I don't know how they would do in your area. Here, as in California, we have dry summers.

Try Melampodium. Grows 1-2 ft. high in sturdy little bushes that are covered by midsummer with bright yellow daisy-type flowers that never need deadheading, never bothered by insect pests, and are maintenance-free. I find it hard to grow by seed, so look for it in flats in spring, where it's becoming more available in garden centers. Select Seeds offers it if you want to try it that way, and I have found it occasionaly self seeds. Very useful annual for the busy or lazy or water-short gardener!