Are you sure your sage & rosemary haven't flowered? Or did you just plant them this year? Perhaps they weren't large enough to flower yet. I find that rosemary flowers first for me in spring & then thyme & sage both flower around the same time, a little later in early to mid-summer. I've collected seed from my sage about 2 months ago already. They won't flower this year if they haven't now.

All three are long-lived perennial herbs. Rosemary & thyme are quite easy to grow from cuttings so I've never bothered collecting their seeds. Sage, I'll plant from seeds but the other two are easier to grow from cuttings.

Sage and rosemary are rather slow-growing plants. All three are perennial, so they would probably take a couple of years before flowering. They also need quite a bit of sun. Rosemary is quite tender (zone 8, I believe), though, so protect it in the winter. Sage flowers should be quite easy to see, about the size of your average salvia. Rosemary has smaller (pale violet) flowers, and thyme's are very small, but are white and made in profusion, so they should be very easy to see against the deep green. My thyme didn't flower until at least the second year. But I agree with judy-hebe. They are much easier to propagate by cutting. I prefer seeds, but that's just me... :) Rosemary seeds are rather patience-testing in terms of germination. Sage, not so bad, and thyme can be rather weedy.