I've saved seeds for years. Some, like beans, work really well (that is... when they don't get bored out by weevils). Others are so-so. I'm switching to almost all heirloom varieties this year, so I'm researching the best ways to harvest and store seeds long-term.
One link I found helpful was: http://www.seedsave.org/issi/issi_904.html
A lot of the heirloom varieties have amazing stories. For example, I remember reading that Taos Blue Corn would've completely disappeared off the globe if it hadn't been for a bundle of it found in a sealed pueblo out West... that had sat for 70 years before being discovered! How's that for seed saving?
Incidentally, here's an adorable kid talking about her patch of Taos Blue Corn:
One problem with saving seed in a small garden is that some plants end up with a loss of genetic strength from generation to generation. Corn, for example, should be grown in large patches if you're going to save seed - otherwise, you may eventually end up with sad, poorly producing plants after a few generations. Or Charles II of Spain.
Shoot. He kinda looks like me.
Anyhow - where was I? Ah yes. Genetic diversity and storing seeds and all that. In a survival situation, or even if Monsanto has its way, we may have a very difficult time getting seed. Learning about saving and storage now is a good idea. This is not an area in which I'm strong... yet! Much of my work has been with perennials but I've come to believe that annual crops are just as important - if not more so - in a collapse situation. Hopefully we never face that - but it's good to be ready.
If anyone has tips, post away.