I have no experience with the plants on your list, but I have Hydrangea arborescens 'Annabelle' in my front yard. My house faces west. She is one easy going shrub and beautiful for nearly 10 months of the year. I prune her down each April. A very forgiving plant.

I have Annabelle hydrangeas in our front yard also (facing east). Just put them in last fall. How far down do you prune them?

Butterfly bushes can be iffy in our climate. Joe pye weed is a perennial, not a shrub, so there will not be winter interest (unless you count the dried stalks.) I don't think many azaleas can take that strong afternoon sun. Have you looked into Weigelas, barberries (careful, some are invasive) or evergreens? Viburnums are beautiful, but do some research on what type to get to avoid disease, and which combinations to have if you want berries. They need another one of a specific type to pollinate. One alone won't get berries. A good website to check for shrubs in your specific location would be the Chicago Botanical Gardens, or the Morton Arboretum. Unfortunetly, my western location is shady due to trees, so I can't give any personal help. I do have a hydrangea "Pink Diamond" that I planted last year in the sunniest SW corner, and so far so good, but I hear they can be gangly. Oh, just thought of fothergilla. Mine's in the east, but with more sun, the fall foliage is stunning. I have the dwarf one, not the straight species.

Lime Light Hydrangea, Oak leaf Hydrangea. Any Wegilia...I personally like Wine and Roses. Nine Bark Dark almost black leaves with white flowers. Viburnums or Sambucus.
All good choices and can take to pruning if needed.

If you just planted Annabelle last fall, wait until next spring to prune her. Don't prune her this year.

I normally prune mine to the ground (3 - 5 - 6" depending on the lowest leaf node) each spring. Last year, after reading that she actually bloomed from both old and new wood, I did not prune mine at all. Well, she grew so big and crowded that the seedheads were much smaller than usual, so this year I prume them all down last month.