Hi,
Allium family plants either make seeds or form bulbils. Seeds are hard dark little chip shaped things, and bulbils are like tiny onions all grouped together. I believe shallots make seeds. So you just need to let them flower and once the flower dries up, you wait for the tiny pods(if you look close you will see that each pod is in 3 sections) clustered together in a ball to start to open and reveal the seed. At that point pick them into a bag and then bring them inside to separate the seed. On the link below is a good pic of a ripe onion seed head and seeds.

On plants that make bulbils, you let them develop at the top of the stalk. In late fall or when then the stalks start to die down, you pick the bulbils, separate them, and plant them right then to where you want them to grow.
Remy

Here is a link that might be useful:

Thank you so much Remy. You have answered my question wonderfully. I have enjoyed reading your answers in here. I am really trying to save as much seed this year as possible and I am very new to seed saving, so I will probably have a lot of questions. Happy Gardening!!!

You're welcome. Don't worry if you have questions ask! : )
Remy