Pam, that's not necessarily the problem. There are people that spray just one thing and don't have problems ( or at least keep it at bay). However, the ones I know of use the professional products and they have a higher % of the chemicals in them. Also, it is said that using one systemic product and not rotating may possibly cause resistance. If you use Daconil a lot without a systemic fungicide then that could be why since it is only a contact fungicide so it will only take care of the orange rust spores we see on the plant, it does not take care of what is going on inside the plant that we don't see which is where it all actually begins. The Bayer products or any kind for home gardener products are good but on a small scale (IMHO) since it is a less % of the active ingredient.
Also you have no idea what is blowing in from elsewhere. The neighbor next to use has some daylilies and I now doesn't spray them so his spores blow over to our yard and can infect or re-infect our plants. I have read that rust can travel up to 60 miles away (I guess it could be more) so it can blow in from anywhere.