For an inexpensive and probably satisfying investment in Delphiniums for zone 5b, I recommend growing the "Connecticut Yankees" strain from seed. There's a very nice color range from white through pale blue, deep blue and purple, plants are relatively compact (2-3 feet tops in my experience) and generally survive at least a few years (unlike other Delphiniums that peter out more quickly in my climate). You can save your own seed and grow more that are true to type.
The "Piccolo" photos are beautiful.
Q