I have been thinking similarly and do not like using F1’s more than necessary. But the focus of breeding is on them, and they are more profitable for seed companies, so the old fashioned varieties are now less well bred – for example Brussels which don’t firm up on older varieties.
Yes I would make more effort, it is indeed a question of finding time. Also of weather, for example this summer has been easy for lettuce seed outdoors, where last year was hopeless. Lots of useful info at http://www.realseeds.co.uk.
As for sell-offs now, I would be careful except for tomatoes and brassicas at least, which keep a long time. Certainly avoid parsnip, alliums too as you say (I had some non-appearing spring onion too…) and lettuce.
I just potted on some Sungold sideshoots to see if I can overwinter them in the conservatory. Not simple, just possibly a way to propagate without buying seed, really don’t know how it may go.