I don't save many seeds in my garden, but I do save some. Usually in the summer I save my coriander, not just to use in the kitchen but for succession seeding during the summer. This year it was raining constantly during the harvest time. I saved very little seed as it had all mildewed. I sowed some more in mid summer so I could save the seed, but right now the seed is still green. The odds of me getting any are slim. I may actually have to buy seed for next year, something I haven't done in a decade.
My parsley is faring much better. It sets seed later and by August the rains had become less constant, so things could dry out. It sets seed slowly over months. I've been collecting seed heads to put in a paper bag to dry since August. I'm still collecting seed from them and will until frost. Usually I don't collect seed from parsley at all. If I just let the seed fall in the garden, I often get good plants each year, self-seeded with no work from me, but this year it didn't work out that way. I have about five self seeded plants, which is plenty, but they didn't grow well. There has not been enough to harvest for my meals, much less for drying for the winter. I think all the wet weather was bad for the plants and the early plants died. The plants that I have now germinated later in the summer. So this coming year I may decide to grow a couple of plants indoors for transplanting just to make sure I have a good harvest.
My dill outproduced everything this year. Besides the massive quantity of dill weed and dill heads I harvested for pickles and salads, I have a cup of nice dill seed saved. It is one seed harvest that I can't complain about - unlike my Thai basil. I had been clipping off the flowers to keep the basil producing leaves, but finally let them flower. I'm trying to get them to set seed, but I started too late. I think the plants will die before I get seed. The flowers are very pretty though, a very dark purple.
I've saved a little other seed this year. Some pink mallow, some cosmos, some delicata squash (from the farmer's market, hopefully it will grow true). And I've got my last Aussie tomato which I will save the seed from when I eat it. I'm not sure I will actually grow it next year, but I will have the seed.
I'll probably let a couple of my bunching onions over winter to produce seed next year. I've done this before. They take a long time to make seed since they are biannuals, like the parsley, but I like to save seed where I easily can. I can't always. I grow some F1 hybrids because I love the plants (Super Chilis, Diamont cucumbers, Sungold tomatoes), but they don't produce seed that is true to the parent. Some seed takes too much prime space for me to collect the seed. Collecting some seed (like eggplant and beans) would slow down my production. Some would cross pollinate because I'm growing more than one kind of the plant (jalapenos). But I collect where I can.