Have a large area with all the same flower?
You can simply work the ground around your favourite plant. Then shake the plant so that the seeds fall down on the ground. Mix them into the soil for the best start. Either way, you’ll have some great plants the next spring. I’d suggest this method if you have an area where you grow lots of the same plant each year.
Want to control which flower and colour of flower grows where?
In this case, I’d suggest you harvest the seeds directly from each plant and plant colour. I do this with nasturtiums and marigolds. I love those 2 plants but I want to ensure that they have lots of room to grown and I like to grow them in a pattern at the edges of my garden. Thinking of Marigolds, I simply gather up some dead heads in which the seeds appear ready. I gather 1 colour group at a time. Then I pull out the seeds or knock them out with my knuckle into a small paper bag or envelope. At this point I label the bag stating the name of flower, its variety if applicable, colour of the flower, and that date/year the seeds were harvested. Then I move to the next colour of that flower and repeat the process. When done with all the colours of the flower, I move on to the next flower and each of its colours. I then let them dry out in their open bags indoors and seal them once they are ready to store for the winter.