Seed saving can be great, but it will have an influence on what you can plant depending on what crosses with what. I think we don't bother with pumpkins, as the ones we prefer to eat cross pollinate and means icky pumpkins next season.

We just let a lot of done plants go to seed, they are great at attracting the bees for plants that need them, along with that some of them look awesome in seed. Some lettuces are just fascinating.