Hello Debbieo,
If you thin your zinnias to grow fairly close together, they can do a reasonably good job of supporting each other. Here in Northeast Kansas we can get winds in excess of 60 mph, so I use homemade tomato cages to support some of my zinnias.
You can also use stakes, and I occasionally use commercial stakes, but those usually need some Velcro tape to "attach" the zinnia plant to the stake. I do have some light green Velcro tape that I like, but as long as I have the "zinnia cages", I prefer to use them.
ZM