Look for "heirloom" varieties and not hybrids, since hybrids don't come true the second generation. Then, while you are raising them, either don't plant more than one variety of each species--i.e. one kind of tomato, one kind of squash, one kind of pepper, etc.--or keep the varieties separated in cheesecloth cages, and hand pollinate them, or you will have the hybrid problem all over again in following years. Many seedsmen now make heirloom varieties easily available.

chillies, capsicum peppers, runner beans , dwarf beans, butternut squash.
All are very good for using seeds again.
With the butternut squash , scoop the seeds out and dry them out on dry kitchen towel but make sure you wash the seeds first.,then pat dry and then lay on the towel
Capsicum peppers , scoop the seeds out and put in perhaps a small plastic pot like a yoghurt pot , chillies you can do the same .
The beans you can dry these in the pods , when completely dried, write on the envelope ehat the seeds are and put seeds in the envelope.

I have had no trouble with all of the above when coming to replanting the seeds.
the butternut squash seeds i planted back ibn february and they are up at least 1/2 to 3/4 inch tall