'Hamburg' has very deep blue to purple flowers. I also like 'Enziandom' (aka 'Gentian Dome'), both for the deep color and size of the flowerheads. These will need acidic soil to develop that coloring. There are other cultivars that provide very deep, intense color as well, but these two are popular and tend to be more widely available.

With the exception of some of the newer varieties that bloom on both old and new wood (and none of these produce very intense color, IMO), macrophyllas in zone 6 should receive winter protection to ensure the flower buds are not damaged. They will be root hardy but the buds - formed during the previous summer and fall - are more susceptible to winter (and spring) cold damage.

You might also try 'Marechal Foch', which can be quite deep blue, or 'Merritt's Supreme' for a good purple. 'Nightingale' is a lacecap form flowering indigo to purple, or you could even try (strangely enough) 'Red Star', which according to Glynn Church "is a magnificent blue in acid soil, making a mockery of its name." As far as hardiness, gardengal48 hit the nail on the head (as usual)- any of them will do fine in zone 6, with adequate winter protection.

wild belief makes a good point - a lot of the deep pink or so-called 'red' flowered varieties will be a dark blue to purple under acidic conditions. Michael Dirr's Hydrangeas for American Gardens has a very nice listing of dozens of mac cultivars with their coloring under both acidic or less acidic soil conditions. Some of these - OK, LOTS of these - will not be readily available outside of specialty growers, however.

Thank you for the input. I'll have to do some research now.