I've saved some, mainly from beans, and peppers. But, squirrellluck is right, hybrid seeds do not produce true. Use heirlooms for any seeds. For beans and peppers, you need to make sure the fruit has completely matured, and are ready for seeding. I usually let a row or two of beans to dry out in the fall, and harvest the dry pods. Then, split them open, and save them. Peppers, I take the seeds out once the fruit has matured completely, and dry them out on a newspaper in the sun. Most seeds will last a couple of years, as long as you store them correctly. I stick mine in the fridge in the crisper drawer.