Blue Bachelor Buttons work very well.

I have blue, white, & yellow baptisias that bloom about the same time as peonies & love the look. I have iris too, but I like the more delicate look of the baptisia with the peony. The baptisia is just behind the peony in this photo

RyseRyse, I wintersowed some blue bachelor buttons this year but they're still very small with no blooms, maybe next year.
Ngraham, the baptisia certainly does look beautiful with the peonies! I actually have a clump that's growing, it's in part shade and has never bloomed, this will be it's 3rd summer. Should I think about moving it to full sun? The Rocky Mountain blue penstemon actually has the deep blue, spiky flowers like the baptisia but grows rampantly here.

I have seen baptisia bloom beautifully in full sun, less prolifically in part shade. Mine is in the latter category, getting unobstructed sun only from noon on. Otherwise, the plants return healthy every year. If you have a full sun location for them, I'd say go for it.

I don't have any baptisia in part shade because the planting instructions said full sun. I have lots more sunny areas in my yard than shade, so that worked for me. If you do decide to move it, be sure to dig deep. Baptisia doesn't really like to be moved, but I've done it successfully. It does look pretty rough before it starts looking better.

Thanks for the advice! My baptisia is just starting to come up. I'll probably leave it in place, see how it does this summer. It's a pretty small clump so I might be better off just getting a 2nd and planting it in full sun. I actually did have a small clump in full sun a couple of years ago but it was in unimproved, clay soil with no shade at all. It was on a drip line but slowly faded away to nothing....this time I'll give it a spot with improved soil and more attention! I'll also post a pic of the Rocky Mtn blue penstemon when it blooms, you guys might like it, too. It's easy to wintersow and self seeds easily, a no-brainer for me! Added bonus, the deer don't seem to like any penstemons.....

Here's some of the Rocky Mountain blue penstemon along with a single pink peony.

I've liked them with iris - both bearded and siberian. That deep blue color is perfect with pale pink. Also Solomon's Seal, though more for the leaf than the flowers.