If you sow Fuchsia seeds from hybrids you will not know what the resultant plants will look like. To obtain exact clones you need to make cuttings which are very easy for Fuchsias and you'll get a good sized plant much quicker. If you are looking for species there is a Seed Exchange here on Garden Web.

Fuchsia grown from the seed of authentic wild species will come true. That is, after all, the wild plants reproduce in the wild. The problem is that in gardens insects can cross-pollinate them so if there any hybrids nearby, your plant may also be one. It's a lot of fun to grow the hybrids, however, and, who knows, you might come up with a "Dollar Princess".

Sorry, I didn't answer your question. Too busy commenting on floral_uk. You can get hybrid seed from any fuchsia plant. It forms a small maroon fruit after flowering and there are usually about 6-8 seeds inside. Unless you have a heated greenhouse I would keep the seeds to sow in spring.

Ian, note that I did mention the difference between sowing seed from hybrids and species.