I wait until the flower stalk has dried at the base, then clip it off the plant. The seed heads (in the flowers) don't ripen all at the same time but the seed stalk seems to dry up from the bottom near the plant to the top. I stick the seed heads in an open ziplock bag and just let them dry. This winter I'm going to have lots of seeds to try starting, as I've been collecting all summer. However, some of the seed heads appear to have no seeds.
