Heathers if you're acid and ericas (for next winter) in any case. Almeria (thrift) flourishes on sea cliffs so should stand the wind but it might be best to go for a shorter stemmed variety more like the wild ones. Crocuses look nice with aubrieta and remember the dwarf daffodils.Look at the saxifrages too.

Armeria juniperifolia is a beautiful really dwarf thrift, very dainty looking but tough too. Most gentians are spring flowering but there are specific autumn flowering varieties too.
A large proportion of the true alpine type plants are only spring flowerers, but as Stera said, bulbs can go underneath and there are a couple of autumn crocuses and colchicums to consider; and Narcissus 'Cedric Morris' is late autumn or winter, and there's a snowdrop that does the same but I forget its name...

And I'd also say avoid any kind of allium, as they seed everywhere and come up looking like grassy weeds and you'd never eradicate them. Especially avoid three-cornered leek, Allium triquetrum. And grape hyacinths, Muscari armeniacum.

Phlox subulata is a great spreader, very low-growing and comes in many shades of pink, mauve and blue.