Rather than go into all the boring details on how to save seed, I will instead point to the website that I have found the most helpful over the years. It is a very informative site and does a good job of explaining all the ins and outs of seed saving. Vegetable seed saving handbook
One of my favorite books on seed saving is Seed To Seed. There is actually another book that I prefer but the name is escaping my poor little brain at this moment. If I remember it, I will add it to the post later on.