Hi Mendi,
For all of the seed you listed, you need to wait until the flowers, or what is left of them, to dry up and turn brown.
For the rudbeckia, the seeds will form in the center of the where the flower was. They will be little sticks looking sort of like tiny pencil leads if that makes sense, lol.
I just answered another poster's question on coneflower(echinacea) with a photo link. Please check it out. : )
Shasta daisy seed will form where the daisy eye was and will look something like the echinacea seed but smaller.
The marigold will have long gray seeds develop in the base of where the flower was. The dried flower petals will be attached to them.
About hybrids, you can collect seeds and grow new plants. The plants will not always come true to the parent. Some types of plants will be really different than the parent. Some kinds of plants will look fairly similar though.
I hope this helps some,
Remy