I'm no expert but I'll put in my penny's worth. Pollen collection methods vary from flower to flower, it being heavily dependent on flower anatomy. Some are easy to access and retrieve pollen from, others extremely difficult. That's not much in the way of advice but does suggest that if you specified what you are trying to collect pollen from there may well be people who have tried it for the same plant and who will therefore have a wealth of information to share with you.
As for protecting a flower you have pollinated, bagging is a common method used. Several amateur tomato breeders recommend those organza bags you can get through wedding supplies companies.
Hope this helps.

The first step in hybridizing in a given genus is to study the flowers, learn which parts are which and how they function. On gesneriads, for example, the flowers open with the anthers exserted (sticking out), and loaded with ripe pollen. I often just use my finger nail or a steak knife to collect pollen. With euphorbias, like Crown of Thorns, the flowers open with the stigmas receptive. To pollinate these flowers one must collect pollen from an older flower that has gone from the female stage to the male stage. But with gesneriads it is the other way around, as the stigmas do not exsert until about the third day. So, learn your flower. I have hybridized abutilons and never had to worry about protecting the stigmas from stray pollen. That is because they are self sterile so will not be self pollinated, and I can see if any pollen is on the stigmas when I pollinate them. The hummingbirds do a good job of pollinating them, but I find that I am usually first to get to a new flower. Once I do my pollination I will tag the flower somehow so that I can distinquish it from other seed pods that happen on the same plant. These examples are all of plants that are fairly easy to work with. Sometimes I let the bees work on plants that are more difficult, like sedums. I will just grow the plants together and let the bees do their thing, then collect the seed that forms and grow on a bunch of plants. If the plants I get and different and improved then I have succeeded, even if I don't know the exact nature of the cross.

Jon