Cross pollination is the problem with some plants, as Robert says, brassicas and curcubits are very precocious so difficult to save true seed and F1s don't come true.
The easiest (least liable to cross pollinate) are:
French beans, lettuce and peas (the flowers are almost closed so that insects and wind blown pollen can't get into the flower before they pollenate themselves)
Next are:
Aubergine, pepper and tomato
Broad beans should be ok if you grow them in blocks and take the seed from the plants in the middle.
All other veg require some technque or other to prevent cross-pollination such as enclosing the plant or individual flowers in a bag - but then your have to pollinate them by hand or introduce insects such as blow flies to the plant enclosure.
Phil