Salvia is another one I've tried but had no luck with. Bunnings keep selling them so maybe they're just meant to be annuals.

No, they're among the easiest of perennials to grow, just stick 'em in the ground, add a bit of water to get them started and stand back. Most of mine come from the Salvia specialist, Sue Templeton, see her web site, she's in Albury-Wodonga, NSW, Victorian border. This white, though, I bought from Bunnings. If you're having problems, look to your soil, mine were started on very poor, sun-baked, barren ground. I do add a scattering of Blood and Bone each year and cut them back annually.

P.S. Tropicb.... . By the way, most of these have been in for around 5 to 6 years. I rather savagely cut them back each year and remove a number that have self-sown. I then add a goodly sprinkle of compost from my compost bins and add a light covering of blood and bone. Mostly they exist on rainfall but in extreme dry periods I do give them a watering.
B.