Don't forget to save and trade or give away! You can save dozens of times more seed than you need from just one crop, then trade them for a dozen new things.
For me, the hardest part is waiting long enough for seed heads (or pea pods) to mature fully and dry completely.
Often I'm still waiting for them to finish turning brown when the Fall rains start.
I even try to find some usable seeds in cut flowers after they die indoors in a vase - like zinnias - and imagine that I have gotten a few viable seeds that way.
But really, they should mature and dry "on the vine".
I usually wring out a really wet seed head, then pat it dry, then park it on a coffee filter sitting on top of a towel.
If there are likely to be several days of rain in a row, I balance the risk of rotting on the plant against the risk of imature seeds & rotting indoors.
Like someone else, I write the name on the coffee filter, or else everything will be "NO ID" or the "Sine nomine" flower. In fact, I write labels before collecting seeds, because I might grab a few seed pods from several different kinds of plants, grabbing each pod when ready.
It's convenient to write name and date collected and color on a separate slip of paper that can be moved from collecting tub to drying coffee filter to folded paper packet for ongoing drying to open ziplock to closed ziplock.
Just remember, before sealing the ziplock, that paper can hold a lot of water! If the paper is limp instead of crisp, it is too humid to seal inside a ziplock with seeds.
I also like the idea that we should not bring seed baggies into the garden, then back into the house and store them with other seeds. The bag gets damp and dirty when you set it down, or handle it with dirty fingers. That encourages mold if you put it back into the storage area at all wet or dirty.
Before sowing, I split out the amount of seed that I want to sow, label that bag, then empty it while sowing and DON'T return any soil or moisture to the jar where I store clean seeds.
(That's why I like storing 2-3 duplicate labels inside each seed pkt. It lets me sow some and save some. Or trade some and save some without relying on my terrible handwriting.)