With the easily-cross-polinating plants like Zinnias, I plant randomly-pollinated seeds closer than i usually would, then pull out any I don't like much as soon as they show their blooms.
When they get crowded, I pull out or cut down more plants, leaving only those I like best. Then, when they mix up ther genes, at least I have selected for what I want most, and next year's mixtures will at least tend towards what I like.
In my case, that's blue or purple Petunias, and orange or deep purple Zinnias. But one bright yellow F2 or F3 Zinnia came out looking like a daisy, and I had to save that one. Next year maybe I'll find out if he polluted the purple Zinnias or lightened the orange ones.
But then Zen_Man told me about some commerically available varieties that were already like what I wanted to breed towards, so I bought a bunch of those and my poor F3 / F4 mongrel seeds are sitting in baggies all alone.
Perhaps just as well, because this year the slugs preferred Zinnias above all else.
Corey