Watch for the little seed pods below the ending flowers at the tops of the older spikes. When a pod is about ripe, it will start to turn brown or tan. Pick it then, and put it into a paper bag to dry. As they dry, the pods shatter, the bag keeps the seeds from jumping away,, and you can gently winnow the seeds from the chaff in a week or less. Store them in cool, dry conditions until it's time to plant again.