First make sure they aren't hybrids. Saving seeds will not get you plants like the parents.

Second, make sure they are not pollenless (many "florist" varieties are) - then they won't make seeds like the parent (these are hybrids, too)

For information on how they pollinate, check out Seed to Seed by Suzanne Ashworth (which I don't have handy). I can't remember this info about sunflowers off the top of my head.