I trialed this idea last autumn.
We were getting ready to watch a college football game (American football, and University of Georgia Bulldogs of course!). The Mrs. decided to get some fancy cherry toms (half pint from the grocery store) to include on vegetable skewers (we cook our meat and vegetable skewers separately). The tomatoes were a combination of cherry, grape, and mini-plum shapes, and red, yellow, orange and brown colors. We didn't use all of the toms, and had a few left over. I saved the seeds from a yellow grape, and this summer I have been enjoying my own yellow grape tomatoes from those seeds. They are nearly identical to what we had in that grocery store purchase. This year I have saved seed from a really good orange grape and an equally good chocolate-colored cherry tomato, and I'm about to do the same thing with a red mini-plum tomato. I have some seedlings of the orange grape already growing for late summer and fall tomatoes. I will trial a few of the chocolate cherry and red mini-plum, also for late summer and fall plants. I suspect that many of these tomatoes are not F1 types.
We also see slicing tomatoes advertised as "heirloom tomatoes" in the grocery store. Of course, other heirloom tomatoes are available from the farmer's market and organic farms too. The varieties are usually not labeled.
If you don't care about the variety name, this is a frugal way to acquire some seeds. You get to "test drive" the tomato in terms of taste and texture before you decide to save the seed (or not). The seeds are in the groceries, so you are paying nothing extra for them.
The next thing I'd like to try are seeds from some mini sweet peppers. They look like a variety I have been trying to get from a seed company, but which always seem to be out of stock. A small bag of peppers will allow me to save red, yellow, and orange mini bell peppers.