Items needed:
small brown paper bags
newspaper
aerosol insecticide

 An annual is defined as a flower that only lives one year or season and must be planted again the next season.  Many annuals are self-sowers (tho they may not grow just where you'd like) while others fare better when manually re-planted the next season.  This guide will help you know when & how to harvest desired seeds.

First, you'll need to determine if plant is near the end of its life cycle.  If you're dead-heading your plants, this will prolong the blooming season.  If you don't pick or snip the dead blooms, then the spent blooms will begin to dry up & go to seed, thus reaching the end of the growing cycle.

For better developed seeds with a better chance of germination, leave the seed heads on the plant as long as possible.  Once you notice the seed heads beginning to burst open and reveal the seeds inside, it's time to pick them!

I recommend brown paper lunch bags for picking and storage, one for each variety of plant.  Take your bag, place under seed head, snap off head right into the bag.  (If seeds are truly ready to pick, the pods or seed heads will snap right off the plant no problem.)   

Once you've finished picking, it's time to take care of the bugs.  While you may not see any, most likely there's a few in there :)  You'll need a place indoors or in a non-humid garage or shop to lay out your seeds single layer on top of newspaper.  Once they're spread, give a light spray-over with aerosol spray.  You don't want to ruin the seeds with the insect killer, please use sparingly.  

Leave seeds spread on newspaper for app 48 hours.  They should be mostly dried by then and you can pull from their hulls/pods and place back into small paper bags to finish drying & to await planting.

Misc notes:
- Always store seeds indoors in a cool, dry, dark place. 
- Be sure to label bag with color & type of plant when gathering seed heads and then keep that bag next to the newspaper where its seeds are drying so seeds go back into proper bag.  This will prevent 'mystery bags' of seed.
- Never store seeds in plastic as pent-up moisture & static are harmful to them.
- Seeds I harvest yearly include marigold, cleome, 4 o'clocks, althea, hummingbird vine.

That's it!  I hope all or part of this info is helpful to you. 
If so, please leave a YES vote below.
Happy Growing!
Nonie
:o)