Agastache is easy to start indoor in the winter. The seeds should be surface sowed and kept moist until germination - a heat mat would be helpful for even and quick germination. Once they have several sets of true leaves the seedlings can be easily moved to individual cells. If you are collecting seed from plants you already have and grow a number of cultivars and species then there is no way of knowing what your mature plant will be like. Agastache are very promiscuous. A good thing about Agastache is that they will usually bloom the first year from seed. In my New Jersey gardens rupestris and hybrids of rupestris are far and away the most durable Agastache, some of them entering their 10th year of life. Given reasonably dryish winter soil conditions this species would appear to last almost forever unlike any other Agastache I have tried. Perhaps it is their odd way of regrowing in spring. While most other western Agastache sprout from crowns at ground level where the crown is subject to excessive winter moisture rupestris sprouts from last years stalks in mild winter a foot or more above the ground. This is just speculation.
Growing greggii from seed is fun isn't it? And you are right, there is simply no way of telling what color the seedlings will eventually be. It is part of the fun. Greggii/microphylla are nearly as promiscuous as Agastache.
I no longer collect and propagate from seed greggii/microphylla salvia or agastache. They both come up on their own with regularity. Nothing has ever appeared that has been as wildly exotic as what some of the breeders produce, maybe next year.