I've never tried zinnias, never even been tempted to try because in general things with their structure don't dry well.

But I have dried buddleia -- hanging upside down. We do our drying in a barn loft, and it gets pretty warm. Buddleia is neat because it keeps some of its scent. The flowers may darken, mauve becoming a deep purple.

The only way I can get zinnias to dry is with silica gel. Although it is a little time-consuming, I think they're worth the effort. They are sturdy & keep their color well.
The pinks & reds work best for me- whites can look dirty, orangy shades change colors, and the yellows don't hold as well.
I agree w/ Neil about the buddleia scent-to me, it smells better dried than fresh.

Thanks for the answers! I've already cut some buddleia and have them hanging to dry. I'd love to try the zinnias, but doubt I'll have the time to work with the silica. I am a specialty cut flower grower and I am at the peak of season...had some bad weather and I'm really behind. However, I will definitely keep it in mind for future seasons.
I appreciate your help as I am really new to drying and preserving flowers. My only experience has been with Statice and Celosia. I expect I'll learn quite a lot from the experienced folks on this forum!
DD

I have dried Zinnias before and have had pretty good luck with them. I just bundle them and hang them upside down on a drying rack in my barn. The colors do fade some but have enough to use. Sometimes I will lightly touch up color using the floral paint. The kind I grow are the small bloom "lilliput" I don't grow the larger bloom variety.