There is a great "How to prevent cross-pollination" FAQ on the tomato forum. It involves bagging some of the blooms. But it is only needed if you want to insure 110% purity. If you are saving seed for yourself, most don't bother with it. This is assuming you are growing only open-pollinated varieties of course.

The same applies to eggplants and peppers. While all are self-fertile and mostly self-pollinating a small amount of crossing is possible due to wind and the occasional insect.

Dave

Most peppers self-pollinate without insects; so if you cover them with an insect-proof barrier (such as Remay or Agribon floating row covers), all the peppers which develop under the cover will have pure seed.

Tomatoes self-pollinate as well, but the method above won't work for them... the higher humidity under the cover tends to promote disease. For larger tomatoes, you can bag a flower cluster before it opens. In my experience, paste types seldom cross. Can't vouch for cherry types, since I seldom grow them.

The degree to which eggplant self-pollinate is debatable. Different varieties should have as much space between them as possible, preferably across the yard, or with several rows of better pollen/nectar sources (such as squash or cucumbers) planted between them.

But as Digdirt mentioned, this may all be unnecessary. If you are only saving seed for yourself, the worst that can happen is that you get a few crosses... which will usually still be edible, and can actually be fun. If you are saving a rare variety, however, or plan to share seed with others, then effort should be made to save pure seed.