Personally I hate starting seeds indoors -messy and I am forgetful and if you can't tell by now, lazy.
If you haven't already, you should check out the Winter Sowing Forum

first has anyone ever simply dropped IRIS seeds in the fall and received new plants (went outside today and found beautiful spit open pods with dark seeds).
Chances are whatever they would produce would be different that the mother plant that produced the seed. The little babies would likely not survive in among the larger full grown rhizomes. It would probably be better to start them in pots, even if you just sink the pots into the ground.

See starting iris from seed

There are lots of great FAQ at the Winter Sowing Forum.

A Winter Sower's Calendar

There are also seed lists of what to start and when.

Second a request, what are your favorites? what plants are simple to get the seeds and what do you do?
Cosmos and morning glories are 2 of my favorites. There are numerous varieties, and the seed is easy to collect, and fairly fool proof to grow.

Some cosmos varieties

Some Morning Glory varieties

Oh...and Some poppy varieties

Sue

I agree with Sue on the cosmos and morning glories - both are really pretty and easy to start from seed/collect seed from.

Others that I find fairly easy are zinnias and petunias.

4 oclocks, Rose of Sharon, coreopsis...these are all very easy, you just need patience. The only ones I have problems with are those that I didn't plant from seed. I don't always know what they look like and the seed identification site isn't bookmarked, even though I visit it a couple times a week now.

One of my favorites is Alyssum. It's one of the first annuals to bloom, and last all summer, right up to frost. It re-seeds, but is easy to control. Not much for color, but creates a nice ground cover of white that compliments other, more colorful plants.The purple is pretty to, but doesn't seem as hardy in my yard as the white. And yes, it is addicting!!!
Maggie

Rose campion and larkspur. Will reseed themselves and provide plenty of seed for you to trade with as well. Hollyhock is very easy to harvest, too and fun to grow. And I agree with previous posts--poppies and zinnias are fun. Oh, and pumpkin. We always get volunteers in our compost heap from pumpkin!

Diana Lynn

Yes Poppies from seed, you never know what colors you may come up with. I ended up with some very beautiful Purple poppies, but stopped saving seeds and have to start over again. The fun is in just trying, Mexican Cosmos re-seed themselves as well. There are a lot of others that do well with or without help depending on the area you live in. For some they are weeds and others they do great. Johnny-jump-up are almost a weed up north and have no problem down this far south.