I find saving lettuce seed to be quite easy. After the flowers fade away, the plants will eventually form seed heads, which look a lot like miniature dandelion seed heads. Once these seed heads form, remove the whole seed head(s) from the plant before the seeds blow away! You might want to use scisors, as I got my hands pretty sappy while trying to pull off the seed heads! Now, just take the seed heads indoors and pluck the seeds from them. You can also remove the white chaff that lets them get blown around, but it isn't absolutely necessary. Set them on a paper plate to dry, and leave them for at least a week or two. Then, just put them in an envelope, plastic bag, or some other container, and treat them like any other seeds.

Thomas, the detailed info you provided is great. I'm wondering how tall do the stalks get when they go to seed?

I had Black Seeded Simpson in one flower bed this year. The flower stakls got about 3 feet tall, but the soft green and small yellow flowers blended well; plus I have enough seed for several years.

Well, the flower stalk is getting taller :) These plants are about 3 feet tall now. I'm just waiting on them to bloom out.