'Skyracer' Purple Moor Grass has tall seedheads in mid summer that are very showy above short, green foliage which turns yellow in the fall. Introduced by Kurt Bluemel, it holds up well in the winter. Bruce Crawford of The Rutgers Gardens calls Molinia a 'ghost plant' because you can see things through the airy seedheads. Molinias tolerate moist soils well.
Muhlenbergia capillaris has deep rose-purple inflorescences in September, and the effect makes people stop in their tracks and stare. It must have a well-drained site, especially in the winter.
Mexican Feather Grass has delicate, hair-like green foliage which is topped by airy tan seedheads in early summer. It is great in mixed containers. Formerly named Stipa. Bruce Crawford of The Rutgers Gardens has had it survive in North Jersey, so maybe it's hardier in the ground in a well-drained site.