I like to save my own seed when I can!
This year I've saved tomato, chard, squash, Brussels sprouts, peas, runner beans, broad beans, pumpkin, melon, nicotiana, lobelia, marigold, calendula, and snapdragon.
Most of the seeds I collect I just pop into envelopes or little folded bits of paper. They're ready to go from there.
A few need slightly more treatment. Tomatoes, for instance, are supposed to be fermented for a few days before dried out and stored. I scoop out the seeds into a small bowl, cover with water, and let sit until a tiny bit of mold forms on the surface (about four days for me). Then I rinse and let dry on a piece of paper, and store as usual. I actually did a little experiment this year and saved a few dozen seeds without fermenting first. I'll see how they germinate next spring.
I also saved seeds from some grocery produce, namely melons and squash. I've still got my own squash, the seeds of which I'll be trying to grow, but we had a really tasty little grapefruit sized orange squash from the store--I saved its seeds, plus the seeds of a couple yummy melons. My pumpkin plants this year came from last year's bought pumpkin (we picked it at a local farm).
I have a lot of good seeds saved for next year, and I look forward to starting them off. I think I may still buy a couple: onions, tomatillos, and maybe a few more, but hopefully in the future I'll be saving most if not all my own seed.