Hi! This is a great little salvia. The one I bought in December 2003 is still flowering; I think it only stopped flowering once for about a month in all that time. I've read that it self-seeds but I've only ever found one seedling.
After the flowers fades just keep checking the calyces for ripened seed. They will be a dark brown, elliptic in shape, and measure about 2mm or 1/10th of an inch. There are often four fully developed seeds to a calyx so you should have plenty forever. I just tried sowing seeds I had collected in Dec 2003 and they germinated in a few days time.
Below is a link to a pic of the seeds.
Happy seed hunting!
Cait

Here is a link that might be useful: Coral Nymph seeds