We have two oak-leaved hydrangeas, on a north facing, very rocky bank under the shade of trees. It is sheltered (good news), on heavy clay (bad news) but fairly well drained because of slope and amount of rock in the ground. We're in south Wales so not too cold. They took a little time to establish, but once they got their roots down they took off. They look really lovely, especially in autumn (fantastic colour) - would highly recommend. If I was planting again I might use some Rootgrow to give them a better start.
We do find they get chewed by something. Possibly rabbits / hares. One was chewed completely through and destroyed overnight. Grrrrrrrrrrrrr. The other two have survived, though.
We've got Annabelle, too. She is lovely, but the blooms are soooooo big they tend to flop. Also she is planted in the shade of a tree and grows strongly towards the light, so has ended up very lopsided. The quercifolia don't seem to be quite so light-sensitive.