A few of my favorites are:

garden phlox (many colors, deadhead for repeat bloom)

black-eyed Susan

coneflower

daylily

hollyhock

garden mum

gallardia (blanketflower)

coreopsis (Sunrise and Moonbeam)

aster

Veronica (deadhead, it keeps blooming)

Russian sage

Oriental lilies (bloom later than the Asiatic types)

perennial herbs

decorative grasses

I also plant many annuals for constant color. I know you asked about perennials, but a lot of annuals may as well be considered because they re-seed so much. :)

Annuals I love for their propagating abilities are cosmos (tall variety), cleome, snapdragons, nicotiana, pansies, violas and sunflowers. I'm sure I missed a few.

I yank a lot of the seedlings where they'll interfere with the perennials, but it's fun to let a few come up in unexpected spots.

A tall volunteer yellow sunflower is about to bloom amidst a planting of deep blue delphiniums. I can't wait to see the contrast.

Sorry to go on and on. This is a topic that vexed me for a few years and I like to share my experience.

In addition to the perennials listed above... platycodon, baby's breath, salvia will rebloom if dead-headed, feverfew, dianthus, nepeta. And there are so many more I can't even begin to think. This is the first year I've made good use of annuals to fill in the bloom gaps - statice, all heights of snapdragons, verbena, petunias, portulaca, Harlequin Dahlias, pansies, alyssum, impatients.

I do have some late Oriental lilies, those along with the phlox, feverfew, Black eyed Susans, plus some repeat blooming daylilies carry me into the fall. It takes the first hard frost to knock down the annuals.

How about monkshood- japanese anemones- dare I say it, obedient plant, helenium, adenathora, asthers, lysmachia, asthrantia, rudebeckias, ruellia humulis, dianthus, coryopsis family, dicentra eximina, monarda-
There are quite a few out there- but annuals do provide the constant color through out the season with perennials providing a brief flash - kind of like fireworks in the night sky-

Plants by month of bloom:
http://excursion.websitewelcome.com/~prairie/plant_info/Month/month_main.htm

Plants by habitat (you can select sand, dry, and your sun conditions):
http://excursion.websitewelcome.com/~prairie/plant_info/by_habitat/search_main.htm

Searchable plant database (you can specify your criteria, selects from 230 plants):
http://bluethumb.org/plants/?

University of MN Extension Service searchable database (don't neglect to select "Herbaceous")
http://www.sustland.umn.edu/plant/plantdata.asp

Here are some of my favorites:

Hardy Geranium 'Rozanne'
Hardy Hibiscus-'Lord Baltimore' 'Plum Crazy' and 'Kopper King'
Tiger Lily, Stargazer Lily (Last lilies to bloom in my garden)
Royal Catchfly
Pink Butterfly Weed
Dahlia(Not a perennial-but fairly easy to overwinter)
Heliopsis 'Tuscan Sun', 'Prairie Sunset' and 'Lorraine Sunshine'
Malva sylvestris mauritanicus
Mother of Thyme
Helen's Flower 'Mardi Gras'
Echinacea 'Razzmatazz' and 'Vintage Wine'
Sedum 'Purple Emporer' 'Frosty Morn' and 'Alboroseum Mediovariegatum'
Tradescantia 'Sweet Kate'
Toad Lily 'Tojen'
Rudbeckia 'Cherokee Sunset'
Asters 'Wood's Pink', 'Bluebird', 'Professor Kippenburg'
Gallardia 'Baby Cole', 'Baby Sun'
Coreopsis 'Creme Brulee' and 'Sweet Dreams' (sweet dreams is marginally hardy)
Cinquefoil 'Monarch's Velvet'
Cimifuga 'Brunette'
Thalictrum 'Lavender Mist'
Volcano Phlox 'David'
Monarda
Ligularia
Blackberry Lily
Achillea
Dianthus
Shasta Daisy
Turtlehead
Mexican Hat
Cardinal Flower (lobelia)
Joe Pye Weed
Liatris

Shrubs:
Hydrangea
Clethra
Potentilla

Also Some Vines:

Honeysuckle 'Dropmore Scarlet'
Wisteria 'Blue Moon'
Clematis 'Sweet Autumn'

Wow, what a list. Thank you all for contributing...I will be at the local nursery to see what I can find.

Thanks again,
Nathan

And REALLY late lilies would be Lilium speciosum, and Lilium formosanum.
Also very late are perennial asters, and Lespedeza species and cultivars like Pink Fountains.

Leftwood-thanks, can't wait to try the lilim speciosum!

Here are a few more that I forgot

Globe Thistle
Sea Holly
Bottle Gentian
Russian Sage is great this time of year-especially in dry,poor areas-would make a really great combination with purpleleaf sand cherry and echinacea