I think you should contact your local Extension Office or Master Gardener group.
Technically Denver isn't in the southwest and it's climate is very different than the average SW.

In my climate which is very, very, very HOT..... most anything I put in a brick planter that got direct sun would die for sure, the roots would cook and the water would probably boil..

I have a similar planter and it gets hot hot hot. Rosemary is a great choice, and you can choose trailing or upright. Also, an organic mulch like shredded bark helps a lot. I water every other day during the hottest times of the year, weekly in spring/fall/winter. I also have some burgandy columbine in mine which is holding up, to my surprise, and there have been bearded irises in there for years (still blooming every spring).

Here are things that have not done well:
Marigolds
Avens
Basil (getting too hot now that it's nearly summer and they wilt without daily water)

I also recommend adding a good amount of some nice compost to your planter. I actually have earthworms in mine now (or at least one!)