Autumn is her upon us and it is a GREAT time to collect seeds. Most perennials are better divided, but  annuals are good for seeds. I ordered some new seeds this spring and I have collected enough seeds  for a community.Wait until the bloom has died and turned brown before you pick them. I have a friend that started collecting this year and would pick the flower before the seed could get ripe. In fact one such occasion, there were still blooms on the stem.  Do not store them in plastic. they will sweat and mold. Paper is much better.