I've slowly come around to the idea of seed saving around the veg plot. It seemed a bit of a hassle at first but you just need to start with the easy stuff.
My focus is usually on large seeds - peas, mange tout, broad beans, etc. The mange tout seeds are usually saved by accident rather than design - if I haven't picked frequently enough then there will be some plump pods hanging around. I take these off and leave them in the sunny greenhouse to dry out, crossing my fingers that the pea moth hasn't visited already. The last few broad bean pods go the same way once they've dried out a bit on the plant.
I've saved parsnip seeds for the first time this year from a parsnip I left to flower for the hoverflies. I left the resulting seed head for as long as I could outside - and then once the seeds started to drop off I cut it down and stored them in a paper bag.
And even flowers - I've been growing tagetes alongside my tomatoes for a couple of years now and noticed that as the tagetes died and dried, the centre of the flower was full of seeds - looking like a tiny quiver full of arrows.
Nasturtium seeds are probably one of the easiest flower seeds to save as they're so big. I pull them off the plant once they've swelled up but often they'll simply fall to the soil and I collect them from there.
And I've been collecting seeds from the fried egg plant (Limnanthes douglasii) to plant again next spring. Once the flowers have died you can see the seeds (4 or 5) in the bottom of the calyx. Wait until they start to turn brown and then gently push them out.
The list is pretty endless in my garden - poppies, carrots, onion, leek, tomato, squash, aquilegia, sweet peas, sunflowers, chillies, melons, runner beans,
What are your favourite seeds to save each year?