They're pretty much one and the same i'd say !
The term perennial relates to a herbaceous plant (so not a shrub) which dies down over the winter period and then pops back up in spring.
Hardy plants are those which survive a winter, either by being evergreen or by dying down to their dormant state - as above.
Perennials are herbaceous and i suppose hardy could include shrubs in their group.

I'm wondering if anyone else could put it more succinctly now :-/

Perennials are none shrubby plants that go on from year to year. Many die back to fleshy roots, tubers or rhizomes under the ground from which they produce new stems and ultimately flowers each year.

Some perennials are evergreen such as Heuchera, Helleborus and many of the smaller Sedums to name but a few. These still have relatively soft, none woody stems that persist above ground but are still replaced periodically from the base or just below ground.

Hardy is a term used to describe ANY plant regardless of form or life history such as bulb, corm, perennial, annual, shrub or tree that will survive the winter.

Well put Fractal!

I feel ridiculous now :-/

The two terms relate to completly different characteristics of the plant.
A 'perenial' is a plant that will live for several years. It might die down to the ground in winter or it might sit exposed to the winter gales and snow, it just depends on the plant. Anyway, it will grow and flower again next year.
A 'hardy' plant is one that is capable of being outside, in your area, all year round. It might be a hardy annual or a perennial, as above. Your normal house plant is not hardy.

Well don't feel like that Louise. You got it pretty much right. Just a shame about the opening line ;-)

For instance, Star Cluster (Pentas lanceolata) is considered a tender perennial. It is a perennial here in the subtropical desert, but it freezes out completely in the temperate UK, so it is used as a summer annual there. On the other hand, Gaura (Gaura lindheimeri) is a hardy perennial, and is grown as a perennial both places.

Thanks everyone for answering, its made it a lot clearer now, as looking through the catalogues I got really confused and I so want to buy plants that have a long life rather than a year.
Thanks again

List the plants you are considering buying and we will give suggestions and info about them if you like Wendy.