Last year I saved seeds from my Campfire coleus to see what I would get. (Hybrid?) I clipped the flower heads off and let dry on a labeled paper plate in the garage (After they dried I shook the shiny black seeds out and packaged them away).
As a control, I took a vegetative cutting. As you can see, the Campfire from the cutting (lower right) doesn't look anything like the seeds I took from the same plant. Conclusion? Hybrid. If you don't really care what you get, it was fun - they're all pretty. However, I don't know if they are sun tolerant, how tall, etc... - another experiment.
My guess is these new varieties of coleus are mostly hybrids and are only propagated by vegetative cuttings. They may seed - but it might be a surprise what you get!