You don't want to pick them when wet, either from rain or dew. Depending on your area, between 10 am -1 pm is usually a good time. The appropriate time to harvest varies w/ the different flowers, and would be too long to list. Maybe you could post the particular ones you are wanting to dry. If you want to dry lots of varieties, "The Complete Book of Everlastings" by Mark & Terry Silber is an excellent resource. They include growing & drying directions for annuals, perennials, and wildflowers.

For picking, consult the books but also experiment with pciking flowers at various stages, from early to late. For example, many books advise you to pick strawflowers before all the bracts unfold. We follow that advice only for white ones. The other colors we pick at almost any stage, from just a few bracts unfolded to fully open, with the actual flowers showing.

Here's what we've decided works best for five other types:

Achillea -- wait until pollen develops in the center of the small flowers.

Filipendula -- pick before the flowers open. The flower heads look like frothy bunches of small, round pinheads on thin wires at this stage. Flowers that have opened will shatter after they dry.

Annual statice -- pick when white shows in the flowers, so they look as though they're blue & white, pink & white or whatever. The white will disappear in drying. (Hard to manage for white statice -- pick when it seems fullest.)

Annual blue salvia -- pick when the first one or two flowers on a spike open up. They'll dry to look like lavender (and you can use this same rule for picking lavender itself).

Blackberry lilies -- harvest when the covering of the seed pod just begins to open. The "blackberries" will still be yellowish at this point, but if you wait for the pods to fully open, you can lose a lot to the birds. They'll continue to open and the berries darken, indoors

We dry in the loft of an uninsulated barn with a black roof. Most things we hang upside down from wires that are strung back and forth, but some things, like blackberry lilies, are dried upright in whatever containers are handy. We lay some grasses and some of our lavender on screens. I harvested some Chinese lanterns last Saturday and hung them, but not upside down. That way, they'll look more natural on the stem.

Keep trying new things and have fun!