They won't come back true to the parent so it's just as well you didn't save the seed. The only ones that resemble the parents some of the time are the open centered ones like the Bishop's Children & Bishop of LLandaff & the mignon single dwarf bedding ones. You can't get seeds from a fully double variety to come true to the parent.

Thompson and Morgan, and Park's Seeds, both have several varieties of dahlia seeds. T & M has large cactus, double, and pompom varieties, and both carry dwarf varieties, collette, and dark foliage ones like Bishop's Children, Redskin, and Diablo. There is a thread on Stargazer dahlias from seed from Park's, but the photos no longer load.:-(

Anyone have good reports on specific dahlias they started from seed? I'm tempted to try 5 or 6 different ones.

Dahlias from seed may not resemble the parent exactly but will be a certain type and may be something entirely new and exciting. Also there are single species flowers that I imagine would come true to the parent since they have not been hybridized.

Dahlia coccinea var Palmeri. I got seed of this from Plant World in Devon - http://www.plant-world-seeds.com/
In my opinion they're more attractive than 'Bishop of Llandaff', with finely dissected, very dark foliage and lovely deep red flowers with a darker centre, rather than the yellow centre of 'Llandaff'.

'Bishop's Children' is a good seed mixture and widely available.

I grew a cactus-flowered mix as well (I can't remember where from, but again seed is widely available) which produced mixed results. Most of the plants had lovely flowers in a range of colours, but some had rather lax stems. You just have to wait and see, and keep the best ones.

I've also grown saved seed and got some attractive plants. It's definitely worth doing.