Experts and BHG readers answer.
Some annual flowers are sterile, meaning that they don't produce or set seed at all. Often those that are very double or that bloom well without deadheading fit into this category. Others may set seed, but because they are hybrids, the resulting plants that develop from the seed, don't necessarily closely resemble the parent from which the seed came. Generally old-fashioned or heirloom types of annuals will produce seed that will make plants similar to the parent plant.