Maybe selecting varieties that are not suited to your zone would reduce the number of volunteers? Maybe just try random different cultivars of any plants that currently reseed too much, hoping to stumble onto something that doesn't like your climate as much as its cousins do.
Fancy hybrids might drop fewer fertile seeds, or at least less-vigorous seeds.
It seems like a balancing act: well-adapted enough to thrive and flower, but not set a lot of seeds.
Or maybe there is some variation in methods that would discourage seed germination: coarse mulch while seeds are dropping? Surface cultivation after seeds tend to germinate? Time your additions of things like compost or mulch to go down right when new seedlings are most vulnerable to being smothered?