Full sun in Minnesota isn’t the same as full sun in North Carolina. There are some hydrangeas that would definitely do better with afternoon shade in certain areas. However, there are others that are worth trying in a sunny spot. Give them extra water during the summer and plant them in good soil with some compost. The paniculatas (Great Star, Tickled Pink, Strawberry Sundae, Vanilla Strawberry and White Diamonds) can take more sun than others.
Also, Jetstream Oakleaf Hydrangea is a tough plant that can handle some sun. I would avoid planting Light-O-Day in full sun in southern areas.
The first summer might be a bit tricky getting the roots established and getting the tops used to the afternoon sun. The reason we all love hydrangeas is the flowers, but don’t worry about them this year. Growing good roots, not flowers is the goal this year. Once you get past the first year, they should do just fine, have gorgeous flowers and be easy to grow. Although, you will always need to stay on top of watering them in the summer.
I hope this helps!