Granted I'm a couple of zones warmer than you but I'm still in New England. I suggest you check out Swallowtail Garden Seeds website for ideas that will meet your requirements.

Another suggestion is that you winter sow the seeds in recycled containers. Winter sowing is a USDA sanctioned method of growing from seed. There is a winter sowing forum here on GardenWeb where you can check out the FAQs, get ideas/suggestions, ask questions & generally learn as much as you need to know about growing healthy annuals, perennials, trees, shrubs & vegetables from seed without grow lights in your basement.

There's also a GW seed exchange forum where you can trade for seeds rather that buying commercial seeds.

Here are a few perennials (I don't bother with annuals) I grew from seed via winter sowing in 2012:

Lobelia cardinalis/cardinal flower
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Gaura lindheimeri/wandflower
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Catananche caerulea/Cupid's dart
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Echinacea purpurea/purple coneflower
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Blanket flower & bee
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Gaillardia/blanket flower (species)
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You might find the forget-me-knots self seeded. I used to garden with a lot of partial shade and had a lot of frustration because I kept trying to grow things that needed more sun.
I'm closer to Concord NH. I remember going on a garden tour in the Tamworth/Center Sandwich area one year. One of the homeowners said they had 22 less growing days than when she lived in Nashua. I saw raised beds edged with stone to help hold heat.

Calendula (pot marigold) self seeds for me. I have anise hyssop that seems to do ok in partial shade part of the day and self sows. Last year I grew lemon gem tagetes marigold because they are hard to find at nurseries. I love the lemon scented foliage and plant them among my green peppers.

After looking at a listing of annuals for part-shade, I think there aren't many. I would suggest switching to some perennials such as hosta, lilies, bleeding heart. Sweet cicely is an heart but has pretty foliage. I tuck nursery bought impatiens in for color.

Thanks for the advice! I ended up researching shade-growing annuals and have started some pansies, violas, impatiens, coleus, and nasturtiums from seed. The marigolds did well last year so I am doing those too. We'll see how it goes!