Calylophus (Texas Primrose) about 12" tall, yellow flowers, blooms heavy in spring and off and on thru summer. Skullcap - theres a purple variety that is very pretty - again about 12" tall. Coreopsis Creme Broulee or Zagreb have yellowish gold flowers now till fall, also about 12" tall. Zexmenia - a gold daisy-like flower blooms from spring to fall. Blackfoot daisy, white flowers that bloom like crazy the hotter it is, but are very picky about drainage, and may only make it as an annual (winter dampness a problem), but they are wonderful for summer. These are all well adapted and not necessarily found at the big box stores - a native nursery would be the best place to look.

You don't mention much about the soil other than it is clay. The first thing I do with a new bed is amend with compost, and in the case of clay, you might want to add some zeolite, greensand and lavasand to break up the hardpan nature of the clay.

I can't imagine zinnias not doing well in full sun, but if the soil around them was bare maybe the roots were too hot. Did you use any mulch under the flowers? Something like small pine bark chips will help the soil conserve moisture and keeps the soil cooler. They also break down and add a nice tilth to the clay.

Begonias are a shade plant and really can't take direct sun at all. If you have a location that only gets a little sun in the morning and is shaded the rest of the day, that's a good place for begonias.

Another good plant that will love a hot sunny location is lantana. It's a Texas native, blooms all summer and gets to be about 15-20" tall. It comes in lots of different colors and will spread to cover a large area. Verbena is a sprawler and blooms all summer and part of the winter here too, but it's not very tall.

Cheryl

I've had good luck with daylilies.

bluebonnets--if they can grow where the state highway dept throws the seeds on highway medians they can grow pretty much anywhere
only thing is--I have heard that is they do take root, they can take over

I would put in lots of summer-flowering vinca - Catharanthus - they grow almost anywhere that there's sun, they're drought-tolerant and they bloom constantly in pretty magenta, pink, purple and white colors. I never had much luck growing them from seed, but it doesn't take too many plants to make a pretty color spot - the plants get about a foot and a half tall and around.

Put some vermiculite or perlite and some rotted compost or potting soil into the transplant hole. If you can give it some shade or a sprinkle when the heat is worst in the day, it will do better. Pinch them back if you want to or have time to. I love these flowers because they're so easy and so lavish in their blooms.

I talked myself into vinca, even though I wasn't planning to do any flowers out front this year.

Went to Lowe's last night and they have 6" pots with 6-8 plants for 3 or 4 dollars. The plants are either all one color in a pot or they're mixed colors - white with magenta eye, apricot with magenta eye, medium pink or magenta. They also have cherry red in hanging baskets. Gorgeous, stocky, healthy plants.

There are way too many plants in these pots - three plants in a 10" hanging basket is going to crowd them in a matter of weeks, so why it has 9 in there, I don't know.

I'm going to cut them apart and re-pot them singly in 4" pots until they recover from the unintended root pruning. If they all survive, I'll have fifty vinca to plant out and take over a spot near the front door.

th OP asked for perennials--
thought vinca would die over the winter here in DFW

Oops, you're right.