Hi Cynister,
You can still collect seeds if they are still there. Try to collect when it isn't too wet out and spread the seed out indoors so they dry well. Also put into a paper bag, not plastic in case there is still moisture.
As far as specific plants, it is best to try and figure out if seeds are there by examination, but if you can't figure it, start a new thread about that specific plant. You will get better with IDing seeds the more you collect. It can be addicitive, lol, I'm warning you now.
I'm not too good with many shrubs, so I can't help you there, except of course that Hollies make berries which hold the seeds. Oh, I also get pussy willow seedlings in my garden. I don't grow one so they must make seeds fairly easily.
A great seed site is The Seed Site. They of course don't have every plant, but it is still the best around.
Remy

Here is a link that might be useful: The Seed Site

I sometimes am lazy about collecting seed, I cut a slit in a paper bag and place it over the plant, leaving the top open so sun can still get to it, once it has bloomed and dry, I just grab the whole plant rubbing it till it falls into the bag, then I plant all of it in a large pot in the fall, in the springtime, I transplant when the first start coming up, thats the lazy way to do it if you dont want to dig through and get the seed out, besides the extra plant material wont hurt the seeds