Littlegardener, Rockeries were all the rage when I was a lot younger, Alpines, Saxifraga, Daphne, Erinus, Aubrieta and always Viola. The list is long and you really need a nursery or garden centre that has them. I live on the North East coastal area with the same problems as you will have, the weather mainly comes off the north sea so much cooler although it can be drier than other parts of the country.
Whilst your rockery is installed and left to settle make a study of what grows around your area, check out the Garden Centres and any plant centres, you will usually find they are very happy to answer queries and give advice on setting it all up. If you use local suppliers they will have stock that is used to the conditions in the area.
You will have fun trying things, some disasters we all do, even Monty Don showed us some of his disasters on TV this year so do not be put off by them, try something else instead, experiment with seed and plants and above all do not expect a perfect rockery in the first year or even for a year or two after, gardens have to evolve.