Keith, I think it's great that you want to grow your own daffodils from seeds. It should give you bulbs that are perfectly adapted to your local conditions and they will also be free of diseases and viruses that can easily build up in a clonal population over the years
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If I wanted to grow daffodils(Narcissus) from seed I'd personally look at how Ian Young does it as I respect his knowledge:
http://www.srgc.org.uk/journal...
So store the seeds in almost dry sand at a constant cool temperature until around September and use the methods he recommends, but adapt them for your local conditions and climate.
You could also look at his bulb blog for more info, there is a lot of valuable info about starting bulbs from seed there if you dig around:
http://www.srgc.org.uk/logs/