Gerry - If you are hybridizing for your own pleasure, then the answer is fairly simple - - get rid of the ones you don't like. The first option is to put them in your compost pile. If you don't have a compost pile, then put them in the trash can. On the other hand, if you don't like a particular seedling based on your personal likes and dislikes but the flower form, substance, etc., are all good, perhaps you could find someone who would like it in their garden and you could give the plant to that person and possibly infect him/her with "daylily obsession."
A couple of years from now you will run into a problem that is much harder to solve. That comes when you have been saving the seedlings that you really like, but start running out of room for the ones you want to keep from the current year's seedlings in addition to the ones you are already saving or try to find enough space to plant next year's seedlings. Typically, as you hybridize and relate the results back to your crosses, you learn that there are beautiful daylilies that simply don't yield that many good looking seedlings and other daylilies, even some that are relatively plain, that yield a much higher percentage of "keeper" seedlings. When you put what you have learned into practice on future seed selection, you find that the number of "keepers" increases. While you are fortunate that you get to see more seedlings that have the traits you want, you compound the problem by needing to find more places to put them all. I have been facing this dilemma over the last few years and don't have a solution other than culling young seedlings more severely and then re-visiting my older seedlings to see if my tastes have changed or that when I set the standards higher for my newer seedlings, some of the older ones really don't meet my new standards.