Anyone???

I am out of my element answering this as I am in zone 10. A nice compact blue flowering salvia or purple may be salvia verticillata 'purple rain',forskaohlii makes a nice clump, guaranitica black and blue,macrophylla.

These are perennial for me in a frostfree zone.

Anyone else????

Salvia Macrophylla

You might check "May Night".

(I like Harvey Dahlberg;
it has beautiful medium/lighter blue flowers with whitish tips, but it's pretty sprawly.)

Sounds as though the salvia you like so much is S patens. I don't know of anything else near the same colour which will be perennial with you. However, S patens is not annual, though it can be grown as such - ask your friend for some seed! Your best bet is to grow it in a pot. At the end of the season, cut it down and stow the pot somewhere frost-free - doesn't matter if it's dark as the plant is completely dormant. Water it hardly at all - just enough to stop the pot drying out completely. Keep a close eye on it after Jan as you need to catch it as soon as it shows any sign of life, bring it into the warm and water it. If it's still too cold to put it outside, use a halfway house like a porch or car-port. (Obviously it's a good idea to have it somewhere not too warm over winter, to discourage it from starting too soon). Don't worry if it doesn't surface till much later - mine sometimes sulk till May if we have a cold spring! You can keep it tidy by judicious pinching back, but it's best to renew plants every few years.

If you put it in the ground, you can dig it up well before the first frosts, shake or gently rub most of the soil off and wrap the tubers in newspaper, then proceed as for a potted plant - the tubers shouldn't be allowed to desiccate completely, but don't keep them too moist or they'll rot - a fine line! This is usually less successful than in a pot, but if you have several plants, some should make it - and you can do cuttings in spring.

I've used Drusilla's overwintering pot method for keeping Salvia patens for many years and it rarely fails. A plant of Guanajuato has been in the same 15" pot for some 7-8 years and never fails to produce a great show even though it looks completely dead in late winter.