I've found that ornamental grasses are some of the best providers of this important element in garden design. Now they certainly aren't very colorful when you compare them to some of the other fall favorites such as asters or chrysanthemums, but they do provide a nice contrast to other plants in the garden.
Some of my favorite combinations are dwarf fountain grass with PeeGee hydrangea or purple cordyline, or variegated miscanthus grass against a dark green, broad-leafed holly. This notion of contrasting textures is really pretty simple. It's just a matter of taking something that has fine delicate foliage and contrasting it with something with big, bold flowers or foliage.
Another great thing about ornamental grasses is that they are very forgiving about soil. They don't have to have particularly rich soil. Also, once they get established, they can be quite drought tolerant making them ideal for growing in areas where water is limited.
Ornamental grasses come in a wide range of shapes and sizes, everything from the small sea urchin fescue all the way up to one of my favorites, zebra grass. Zebra grass is bold, tough and easy to grow. It takes its name from the light yellow bands across each individual blade.
I've found many ornamental grasses to be cold tolerant, but there are exceptions like purple fountain grass. Unless you live in a very mild part of the country, you'll have to grow it as an annual, but it's worth it.