"I have just read your pamphlet (online) on how to water trees and shrubs. The article states that trees and shrubs should be watered to a depth of 18-20 inches. How deep should perennials, annuals, and lawn be watered?"

As the online bulletin suggests, I would water your trees and shrubs to an average depth of about 18-20 inches. I would encourage you to water your lawn to a depth of about 6 inches- if your soil is that deep. Your perennials and annuals should be watered to a depth of about 6-8 inches (similar to turfgrass or a little deeper if they will be competing with the turfgrass for water).