I use a very simple system – paper bags. Depending on the size of the seed pods, I use either a large grocery bag or a small lunch bag. Paper bags are nice initially as they allow the seeds to continue to keep drying out.
One trick to remember is only collect seeds from your best plants. If you have any diseased or smallish type plants, don’t include them in the seed collection.
I usually plant my native plant seeds in the fall, sometime in October, and will keep any annual seeds for starting in early spring or late winter inside.
This is probably the easiest way to increase and improve your plant population and share it with others.