You can’t save their seeds like heirloom vegetables, because hybrid vegetables will produce offspring different from the mother plant.
But you can enjoy some of their interesting characteristics if you grow them for a season. Sometimes they have resistance to pests, high yields, or just a fancy skin color like these hybrid sweet peppers I grew on the balcony for fun. I used them to create colorful and unusual salads and snacks.
Just remember: if you save the seeds from hybrid vegetables and plant them, the resulting plant will not have the same characteristics. In the case of my peppers for example, the children from saved seed would not be black and might also have a different size, shape, taste…
With heirloom vegetables on the other hand, you can save their seed and plant again. They will be very similar to the mother plant.
I favour heirloom for self sufficiency and cost saving, but also give in to “hybrid temptations” every once in a while.