Cornus sericea Flaviramea has nice yellow wood which contrasts well with the red varieties looks good in winter but grows to about 2 mtrs high, not sure of the difference shade or sun will make to colour but I believe they prefer sun

What sort of size are you looking for?

Cornus alba Elegantissima has green leaves edged with white.
Cornus alternifolia 'Argentea' but gets to 4 metres and is more of a small shrubby tree.
Cornus alba 'Sibirica Variegata' as with Elegantissima
Cornus controversa - 'Variegata' as with Argentea

Not sure of any other variegated ones, and I dont know of a Cornus that has orangey stems with variegated foliage.

Elegantissima can be pruned hard back to the base in spring which will allow fresh new straight stems to grow that will be of a better colour than one just left to grow. Alot of Cornus respond well to this treatment (but not all so it is best to check!). This method allows the plant to grow no more than 5 or 6 foot, produce wonderful red or black stems for winter and then cut back in spring to start the whole process off again. Eventually you build up a large 'woody piece' that you cut back to every time for new shoots to grow from. This can be any at any height you like or even just a few inches off the ground.

http://apps.rhs.org.uk/advicesearch/Profile.aspx?pid=360 shows a picture of what i mean by building up a 'woody piece' as well as info on pruning and care and some other varieties.

Sun or shade? I'm not sure either, I would of thought that sun would be best to fully bring out the colour of the Stems

Cornus alba 'Aurea' is just about the best for yellow/golden foliage, and red stems in winter. Cornus alba sibirica (Westonbirt) is a very good variegated form, again red stems in winter. My personal favorites are the sanguienea cultivars, 'Winter Beauty' and 'Midwinter Fire', possibly the same plant, mid green leaves in summer, great autumn colour that lasts into early winter, plus beautiful orange and yellow stems after leaf fall, although it does tend to sucker after a few years. Not sure how growing in semi-shade would affect the colour of the stems.

Cornus alba Elegantissima and C. sibirica variegata look very similar, but the first gets much bigger and has redder new stems, and the second only reaches about five or six feet, new stems not quite as red, but still red. so if you want it for its coloured stems, choose elegantissima and cut it back hard. Both these shrubs retain their variegation in shade.

Cornus 'Midwinter Fire' has a tendency to sucker which would not be good in a small garden or confined space

Thank you so much all of you for your information. Creating a good garden takes lots of 'research' doesn't it. I'm off to do some 'Googling' to find images and read on. I can see that Cornus's are very loved by you. I expect you are all enjoying your Cornus's at the moment, as they are just coming into their own. I'm looking for the smaller types.

Midwinter Fire ans winter beauty i don't think get too large, as you can leave the hard cutting back, and just every 2/3 years remove the oldest woodiest stems to let new growth through. They dont respond well to hard pruning like you can do with other species.

I know the plant. Its a beautiful thing. I've just been looking at the Crocus.co.uk site and come across one called 'Flaviramea'. Height only 75cm, but 1.5 m wide. It must be the shortest.