1.In all cases the fruit has to be ripe. Green peppers are immature with exception of a couple of green when ripe varieties. Bells should have their ripe color (red, orange or yellow) before saving seeds. Cucumbers and squash also need to be mature. Since cukes and summer squash are normally used as immature fruits, you need to let the ones for seed fully ripen. Cukes will be yellow or orange, Squash will be hard like a gourd. Winter squash are used in thier mature form so all you have to do is scrape out the seeds.
2. Many folks ferment the tomato seeds to remove the gel. Cleaning the others is a good idea, washing usually works. Dry completely. then store in a cool dry environment. If you store in a freezer, make sure the seeds are absolutely dry.

Over on the Seed Saving forum here you'll find a FAQ on how and what to do with most all flowers and vegetables. Tomato seeds need to be fermented briefly and the FAQ explains how to do that. Squash and pepper seeds just need to be well dried before storing.

Dave

Here is a link that might be useful: Seed Saving forum

Ditto farmerdill and Dave, of course. :) Just wanted to add the title of my favourite seed-saving book as well for you (see link). Lots of detail on different techniques or different seeds. Covers vegetables, fruit, herbs, flowers and trees.

Here is a link that might be useful: The New Seed Saver's Handbook by Nancy Bubel

That's great thanks guys