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The joy of growing annual plants is the hope that next season they might self-seed and give something back for all the attention you gave them. So, while you may be tempted to deadhead your annual flowers to encourage a repeat flourish, it does pay allowing a few plants to go to seed.
Hopefully, they will disperse their future offspring and you'll be rewarded with sprouting seed next year.
In the case of one of my front beds, I planted some Californian poppies Escholzia californica but only one survived and it struggled to do anything. I didn't give it too much attention but it must have dispatched a few seeds as the next year a clump of these grew up in the same position.
This year, they are sprouting seeds everywhere - but only within the one bed.

As you can see, this bed has almost nothing growing in it - apart from the odd weed. The bed next to it is full of these Californian poppies to the point that some will need to be removed if the others are going to have room to grow.
So, what to do with the other seedlings?
Maybe I could transplant them! I guessed that the risk wasn't too great if I failed anyway, as the other sprouting seeds required thinning regardless. So here's what I learnt from the experience;
Most flowering annuals have a main tap root which sources all their nutrients and water requirements. If you disturb this root, the less likely you will be to transplanting it successfully.
Here's a picture of the garden bed with the transplanted seedlings in it. I took this photo about 15 mins after I had moved them and already the shock has hit them.
This was taken a week ago and over the course of the week I watched them lift themselves up, and then droop again. They'd repeat this every day but eventually the drooping would become less and now they are standing upright and growing just as well as their counterparts in the original bed.
I will show another photo, in a week or two, to display their progress but is appears that they will make it and be a welcome part of my front garden.

Lobelia is a great border annual that will grow in almost any garden zone and at almost any time of the year (except under a pile of snow). In fact most gardeners, and those who for one day called themselves a gardener as they replanted their store bought seedlings, have planted lobelia at some stage in their gardening journey. The more avid gardeners would have taken this a step further and planted lobelia from seed.
Lobelia's are wonderful little annuals with striking whites, red, purples and blues they can contrast or complement your planting schemes without too much fuss. They don't require much fertiliser, maybe just an application of a liquid fertiliser every 4-6 weeks through their flowering period, and regular watering are all they require. You don't need to deadhead or prune them and they will reward you constantly for your lack of effort.