Rudbeckia seed heads should look dry and brown. I also watch for the stem below the blossom (i.e.below the seedhead) to start to discolor. That stem generally starts turning yellowish, then brownish.
If in doubt, you can leave the seedhead on the plant, tilt it a little, and rub the cone with your finger or thumb. Catch whatever drops in your other hand. You can see mature seeds if they're ready to harvest.
Ruds cross pollinate readily. If there are other cultivars growing close by, the seedlings might not even resemble cherry brandy.
Karen