If you mean seed saving; then you can't just collect some, you need to have isolated them first or they will already have crossed.
squashes
courgette
cukes
peppers
chillis
Need isolating, if you want to save seed that will grow true. They would have needed isolating before the flower opens; so a bit late this year. You might get away with it with sweet peppers, but chilis and any cucurbits - definitely not. Real Seeds have a good website and detailed instructions on how to isolate plants and hand pollination.
toms
sunflowers
Can be saved; google 'seed saving tomato seeds' and it will explain how to ferment them for 3 days and how to dry and store. If the original tomato was an F1 hybrid then you won't get a tomato next year that is the same as this years, you will get either of the parents of the tomato.
Sunflowers; pick the heads as the seeds fatten up, as fat as you can possibly get them and take them somewhere dry to continue drying off, then pick the seeds out, and store them in a paper bag somewhere cool and dry until next year. Unfortunately, this weather is not good as sunflowers need dryish summers or they quickly go mouldy.....
sweetcorn
is a different beast. Most sweetcorns are F1 s so the seed won't come true. If you have an original open pollinated corn, then you can just leave the cobs on the plant to dry off and save as for sunflower - but this is one plant where unless you get the true seed to start off with, there's very little point.
If you are really interested in getting involved, and getting open pollinated or heritage seed to start seed saving properly; you could join HSL, the Heritage Seed Library. But once you get into it, you can be hooked
http://www.gardenorganic.org.uk/hsl/index.phpHowever I don't buy any seed for myself now, I save my own and swap to extend the varieties. I had enough this year to sow for my garden, my lottie, and 5 schools; as well as giving tons of plants away free. I spend my cash now on seed compost to grow them all in!