Not an easy one to answer because it depends on what you expect and why you want to save your own. In general I would say it is worth it and it is not difficult but, like everything in life, things are not always simple. It makes sense to get a few things out of the way first.
Most of the plants we grow in our gardens are hybrids of some sort, having been produced by crossing and selecting plants for years. If you save seeds of these there is a chance than the offspring will be similar to the parent but not certain. If you have a group of lupin plants in many colours, the chances are that bees will flit from plant to plant so even if you collect all the seeds from the pink lupin the seedlings will not all be pink. But if you only have pink lupins there is a good chance that most seedlings will be pink – but no guarantee – it all depends on genetics and I am dealing with collecting seeds and won’t get mired in breeding.
Species should breed true but few of our garden plants are true species. If you collect seeds from a plant that is usually propagated asexually, such as a named dahlia, the results will be variable and are unlikely to be the same as the parent.
F1 hybrids are a different matter. Two, pure-breeding parents have to be maintained and are crossed and the first generation (F1) will be uniform. When you save the seeds the offspring break down into the parents characteristics. Apart from the advantage of uniformity F1s allow the seed companies to make lots of money because the seed has to be produced and sold every year. Basically you can’t keep seeds from F1 hybrids.
Which brings us onto old, heritage varieties and ‘land races’ that have been maintained by amateurs for generations and are only sold by specialists. Of no use to commercial companies (except in breeding – which brings up all sorts of ethical issues) these are maintained only by amateurs collecting and saving seeds. So special varieties can be saved. But you need to collect seeds of ‘typical’ plants or you will inadvertently, or deliberately, change the seed strain. Because they are so easy to save seeds from, runner beans are easy to develop into individual strains. Always collect seeds of the best plants and not just random plants at the end of the season.
It is also worth saving flower seeds if you want to be sure of having them. Seed companies constantly change their ranges as new varieties come along. There is always some genetic diversity so it is worth pulling up any rogues to keep your strain pure unless these oddities offer something different you want to keep and call your own. In a mixture of colours some will always be more dominant so it is worth marking your favourites and collecting seeds from these even though they may not breed totally true. If you randomly collect seeds the dominant colour will eventually show through.
A big advantage of saving seeds is that you can grow far more plants than you could afford to if you bought seeds.
Not all seeds are easy to collect. The simplest are those in pods, like digitalis, papaver and primulas. You just pick the seed pods as they start to turn brown and pop them in a paper bag or envelope to dry and release the seeds. Slightly more tricky are violas and pansies where the pod splits into tree segments when ripe and the horny edges ping the seeds out as they dry. You need to pick these just as they change from green to straw and pop them in a bag.
More tricky still are those that have few seeds or that fling them about, such as impatiens and geranium. These need regular and frequent picking over.
Composites, like zinnias and dahlias, can be tricky because each ‘head’ has the seeds (actually fruits) set between scales so it can be tricky to determine which are seeds. Calendulas and tagetes are easier than most to deal with.
When saving seeds it is important to collect them in dry weather and only use paper for storage. Damp will cause mould and affect storage and later germination.
Once dry you have to clean the seeds; too much rubbish among the sown seeds can cause fungal problems. After rubbing out the seeds and picking out the larger pieces of detritus, you can clean the seed by winnowing – putting the seeds on a sheet of clean paper and blowing across them while vibrating the paper. Don’t do this in the kitchen or outside – there will be lots of debris and the difference between the amount of air needed to blow away the chaff and not the seeds is small!