I don't grow many annuals, but if it's color you're looking for, they will definitely give you the best show. The two most common and readily available shade annuals are impatiens and begonias. There are different types of both. Begonia types with small flowers, wax begonias, or larger flowers, tuberous begonias. And with the impatiens I like the New Guinea ones with the dark leaves the best, but there's also the "regular" ones with green leaves and single flowers, and there are some with green leaves and fully double flowers that kind of look like tiny roses! They're all pretty!

Fuchsias are another mostly shade thing, they like bright light but little direct sun. But I don't think they'd do very well planted directly in the ground since they "hang," so you'd probably need to put them in a pot that's somehow raised above soil level for them to look good!

For colored foliage, coleus are shade plants that come in different color combinations. And a plant that "looks like" coleus but doesn't bloom so it doesn't get all straggly looking after a couple month, is Perilla magilla. Deep red-purple, and with a little pinching to get it to bushy-up, it'll look good all summer.

Other folks will probably have more recommendations for things they've used!

If you decide to go with some perennials, I could recommend some of those, but you don't really get much color with shade perennials.

Welcome to the Wonderful World of Flowers! Have fun!

Skybird

To Skybird's suggestions, I would add torenia -- wishbone flower. I love these dainty, cheerful, little gems for a shady area.

If buying plants----I would be avoiding regular impatiens as there has been a mold problem. The New Guinea impatiens are not affected as much.
Many garden centers are offering vinca as a substitute for impatiens. These are an annual form of vinca also called Catharenthus. It comes in trailing and/or mounding plant forms.
Caroline