Dahlia, Peonies, Echinacea, some roses are tall enough and have lush foliage to cover fading Lilies. Dahlia are not hardy in our zone and need to be lifted for the winter. Some small shrubs would work also.

I have Nepeta (catmint) Walker's Low around mine. The rich blue flowers go well with the lilies; plus the Nepeta keeps blooming long after the lilies are done. FWIW, the name "low" does not describe it's size, mine gets to be maybe 2 feet by late summer. But there are shorter catmints. It has a fluffy airy look that hides stems well. I have hyacincths planted around mine and once the catmint gets going you'd never know there was bulb foliage in there. Veronica also has a good blue color that goes well with lilies, but the "feet" of Veronica are not always nice to look at. But then I have pink hardy geranium at the feet of those, so you'd never know it.