In natural settings, Agastache foeniculum grows in open spaces and requires the most light. Agastache nepetoides is the most shade tolerant, flowering with less than two hours of sunshine each day. All three species are somewhat drought tolerant, but may show signs of heat stress when subjected to direct sun during the middle of the day. The tips of each shoot droop, but can recover nicely.
Anise Hyssop is by far the most widely available species in garden centres and you might also be able to find it being sold as a kitchen herb. Agastache 'Blue Fortune' is a sterile hybrid that could be an acceptable substitute for Anise hyssop because it looks quite similar, attracts loads of pollinators and will not spread to other places. Unlike many other hybrids, it is also cold hardy.
Anise hyssop is the most attractive of the three native species as a garden plant because the blue calyxes makes the flowerheads colourful even when there are few flowers present. If you have shade, Yellow and Purple Giant Hyssops are still one of the best choices to attract insects in mid-summer and due to their size should be planted at the back of the border. Purple Giant Hyssop has a long flowering season and is also popular with hummingbirds. Yellow Giant Hyssop tends not to branch too much so it is necessary to plant several specimens 18 inches apart. Purple Giant Hyssop is large enough to be planted as a single specimen and works well as a companion to Cup Plant. I recommend Purple Giant Hyssop as a native alternative to Buddleia.
All other Agastache have trouble surviving winters in Ontario. There are many hybrids which should be treated as annuals. They are typically in the red to purple range and can be used to attract hummingbirds. The corollae in the three native species are short and the nectar is available to a wide range of pollinators including hummingbirds. As an example, the hybrid Agastache 'Apricot Sunrise' is shown here.