From what I understand, the crested celosia do a pretty good job of producing true from seeds. You will need to allow the seed heads to develop entirely while still on the plant so that the seeds are mature. The seed head will shatter (fall apart) readily at that point and the miniscule seeds will be evident. IF you have your glasses on! ;-)

oh gosh.........no mistaken the seeds on a cockscomb....the large ones like Red Velvet...when they mature...the seeds are on ..what i call........the neck of the cockscomb...right under the large crested head....many many seeds form.....you will have many coming up next spring..and you can also shake them over a paper ,etc to collect seeds .