Many types of zinnia are prone to powdery mildew. I've found that in my garden that it is more unsightly than anything else. The plants will continue to bloom.

The best way to limit the spread of the mildew is to water the soil, not the plants. Try to keep the foliage dry. Also, if the area is very crowded, thinning out some of the plants will help to improve air circulation. This will allow the plant foliage to dry more quickly. Finally, don't let the soil dry out too much. If the plants get stressed they are more prone to disease as well.

I've had my zinnia planted tightly amongst other plants. They will get mildew if it's too rainy or humid, but the other types of plants around them never seem to be bothered.

Ultimately, if the look of the mildew really bothers you, I say pull them. You want to enjoy your garden, not worry about mildew. If it was me, I'd leave them. You can also try to trim out the most heavily infected parts of the plants and/or pull up a few plants if they are overcrowded.

Here is a link that might be useful: Kim's Garden

Thanks kr222! I was beginning to wonder if anybody even read my post yet. :) I appreciate your zinnia advice. I would like to keep them since the blooms are so pretty. Maybe the leaves will clear up a little bit if I change the way I am watering them and just water the soil as you said.

Is the blog you sent me your personal garden blog? Very nice!

Thanks again!

Yes. That's my blog link.
I would keep the flowers too. :) If the leaves stay relatively dry, and the humidity isn't too bad, the new foliage might come in looking strong and healthy. Even if not, they will continue to flower.
Kim