As for perennials for an open sunny and windy site to combine with ornamental grasses, I would suggest e.g.catmint, yarrows such as a yellow fern leaf yarrow or red cultivars of common yarrow, crimson scabious, eastern purple coneflower, woodland sage, and hardy geraniums such as bloody cranesbill geranium. Oriental poppies and dense blazing stars would also be perennials worth trying.