Daylilies are commonly used in cottage gardens where plants are so thick the ground can't be seen, people can't walk through. Unless you slice through a bunch of roots planting other stuff, I don't think the daylilies would mind some companions, as long as they don't loom over & shade the lilies.
Beds of daylilies are a good place to put bulbs for some winter blooms, like daffodil/narcissus. Then there are bulbs that bloom in the fall, like Lycoris aurea & radiata. There are other Lycoris, but I haven't had the pleasure of trying any of the others here in AL. All of the similar grassy-type foliage can blend together, and hide each other when one kind of plant is going dormant.
http://garden.org/plants/searc...
http://garden.org/plants/searc...
Zinnias are reliable performers, but probably at their height at the same time as daylilies. Geraniums (Pelargonium) & Heliotrope love hot, dry weather and would probably still be killed where you are, some winters.
http://garden.org/plants/searc...
http://garden.org/plants/searc...
http://garden.org/plants/searc...
Pansies are great to plant in the fall, for blooms all winter, will be killed by heat in the spring.
http://garden.org/plants/searc...
Pentas love sunny spots, but the Pentas is probably perennial where you are, and might get a bit big. Could be something to consider toward the back, if your bed has a back/front.
http://garden.org/plants/searc...
You might like some of the sun Coleus. With those, it's the foliage that's the star, not blooms. The one called 'Florida Sun Jade' is one I've tried that's just awesome.
Coleus (Coleus scutellarioides 'Florida Sun Jade')