My best advice on seed saving is to be growing heirloom varieties and leave one of each plant go unharvested. Lettuce for example will eventually bolt up 4 ft, flower and when the flowers dry out, they will become 10,000 or so seeds. Similar with dill, cilantro and many others. Some things like peppers, I just let one of the peppers dry out and then you can open it up and remove the seeds when they're dry.

There are some great youtube videos on seed saving if you're looking for help on a specific variety. Stay in touch and I'd love to offer any advice I can. Onward and upward!