I am saving the hybrid zinna, Rose Queen, just to see what happens. Unfortunately I grow LOTS of zinnias in one or two LONG rows so they cross but I save the seeds anyway. Usually you will get a lot of pinks. Seems a lot revert to pink, but i also get some interesting volunteers.
I know some people don't like saved seeds if they aren't pure so it reduces the number of seeds I have available for seed swapping, but I understand their reasons.