Threadleaf phacelia is another lovely little annual for sunny open spaces. Like its more robust perennial cousin silverleaf phacelia, threadleaf phacelia develiops a tightly-curled inflorescence that unfurls as the flowers bloom (this is known as 'scorpioid' in the botanical world). 
 
Your average threadleaf phacelia will be around 6 to 8" tall with a couple inches worth of flowers, but I have seen some doozies when we get some well-timed rain in the summer, occasionally passing a foot and absolutely filled with flowers. 
 
Plant with clarkia and rocky mountain beeplant for a pleasant mix of annuals (all will happily reseed themselves for the following year), or plant with twin arnica, white prairie aster, blanketflower, and yarrow for a prairie planting. This species will also do well on dry, partially shaded slopes where you can plant with wilcox penstemon and alumroot.