Hi G'Nut,
You don't need to worry about pollinating the peppers and tomatoes. They are "perfect" flowers. This means they pollinate themselves. So you only need to bag blossoms. Organza gift bags work great for this. You only need to leave them on until you see fruit set. After that, you can tie a piece of twine on the stem so you can remember those were the bagged blossoms.
For peppers, it would be good to bag the blossoms to save seeds. Peppers are fairly promiscuous and planted close, you could get a high percentage of crossed seed.
Tomatoes are less promiscuous. The crossing rate is very very low. Potato leaf varieties are known to be more apt to cross. Also Currant types cross with other varieties a lot. Both those types have a different flower structure which is more conducive to insect pollination. If you save a bunch of tomatoes to get seeds from as opposed to one or two fruit, you will have good seed because it really is impossible for there to be lots of crossed seed especially with regular leaf tomatoes. If you are only planning on saving just a few fruits of a variety, then bagging would be in order.
I sure hope that made sense,
Remy

Tons, thank you so much.... I was thinking one or two fruits from each variety would allow me to replant next year the ones I want, and share some with others...

Where can I go to find out those types of facts for the rest of my plants? Thanks for responding, especially with such humor!! lol

G'nut

G'Nut,
You're welcome : )
You can do searches for this forum in the box directly below the last post on the forum page. The one with the "This forum" choice below it. Many veggies have been discussed. Of course if you can't find an answer, please ask.
If you want a reference for home, I suggest 'Seed to Seed' by Suzanne Ashworth. It is excellent for veggie growing.
If you want a reference for flowers, there really is none. So again search this forum and if there's no thread on it, please ask. : )
Remy