Personally, I am starting to appreciate azaleas, natives especially, but not exclusively, to use for underplantings. Not the little bright ball- shaped things you see, but a naturalistic planting of different sizes, colors and bloom times. If you look for books or postings about Winterthur, you'll see what I mean.
You'll have fun looking at all the possibilities. The scheme around my own pine trees includes plants of all heights. Closer to the ground level are the aronia and viburnums, hollies-- deciduous has winter interest too, also ilex glabra, dwarf witch hazel, rhodis and flame azalea, aronia, enkianthus, snowberry, sambucus, myrica, yes to a section with miniature conifers and slightly larger Gentsch white hemlock (adelgid resistant). For red winter color there are service dogwoods including "Pucker up," the arctic series, and Kelseyii, of which, so far I think I may just keep Pucker up (TM). It is a work in progress with a large section of it still an earthworks surrounded by plants in pots. Slightly taller (in theory) are the florida dogwood, a clump of canadian amalanchier and a pair of ilex pedunculosa, and a bit to the side is the cornus mas.
I learned that some of the asian azalea hybrids growing about a foot high are tolerant to zone 5, but I will not test that away from the house until a few more are mature.
